-17.3%
ISRG vs FN
-33.3%
+16.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +11.7% | -15.0% | -3.0% |
| 7D | +4.8% | 0.0% | +4.9% | +4.9% |
| 30D | +9.2% | -34.3% | +43.5% | +8.4% |
| 3M | +21.2% | -39.9% | +61.0% | +20.1% |
| 6M | +0.2% | -51.8% | +52.1% | +0.2% |
| YTD | -20.1% | -28.1% | +8.1% | -24.0% |
| 1Y | -17.3% | -29.1% | +11.7% | -21.9% |
| All | -17.3% | -33.3% | +16.0% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling