+500.7%
ISRG vs FN
+753.0%
-252.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +11.7% | -15.0% | -5.3% |
| 7D | +4.8% | 0.0% | +4.9% | +4.1% |
| 30D | +9.2% | -34.3% | +43.5% | +16.3% |
| 3M | +21.2% | -39.9% | +61.0% | +29.7% |
| 6M | +0.2% | -51.8% | +52.1% | +9.4% |
| YTD | -20.1% | -28.1% | +8.1% | -22.3% |
| 1Y | -17.3% | -29.1% | +11.7% | -20.0% |
| 3Y | +63.3% | +102.4% | -39.1% | +12.1% |
| 5Y | +24.1% | +171.7% | -147.6% | -24.9% |
| All | +500.7% | +753.0% | -252.3% | +169.6% |
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