+23.9%
ISRG vs FN
+170.4%
-146.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +11.7% | -15.0% | -4.7% |
| 7D | +4.8% | 0.0% | +4.9% | +4.3% |
| 30D | +9.2% | -34.3% | +43.5% | +14.4% |
| 3M | +21.2% | -39.9% | +61.0% | +27.4% |
| 6M | +0.2% | -51.8% | +52.1% | +7.3% |
| YTD | -20.1% | -28.1% | +8.1% | -22.5% |
| 1Y | -17.3% | -29.1% | +11.7% | -20.2% |
| 3Y | +63.3% | +102.4% | -39.1% | +13.7% |
| All | +23.9% | +170.4% | -146.4% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling