+533.8%
ISRG vs FN
+763.2%
-229.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.4% |
| 7D | -6.1% | +20.8% | -26.9% | -9.4% |
| 30D | +4.2% | -17.3% | +21.5% | +6.5% |
| 3M | +9.6% | -38.1% | +47.8% | +16.9% |
| 6M | +1.9% | -44.2% | +46.1% | +8.2% |
| YTD | -22.3% | -22.3% | 0.0% | -25.6% |
| 1Y | -23.2% | -20.9% | -2.2% | -27.2% |
| 3Y | +58.5% | +111.1% | -52.5% | +8.4% |
| 5Y | +23.9% | +191.8% | -167.9% | -26.0% |
| All | +533.8% | +763.2% | -229.4% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling