+28.4%
ISRG vs FN
+148.3%
-119.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -14.2% | +11.4% | -1.1% |
| 7D | +4.4% | -16.0% | +20.4% | +6.3% |
| 30D | +15.8% | -40.1% | +55.9% | +22.7% |
| 3M | +24.9% | -43.9% | +68.8% | +32.5% |
| 6M | +3.8% | -55.6% | +59.4% | +12.2% |
| YTD | -17.3% | -35.7% | +18.4% | -18.7% |
| 1Y | -14.6% | -39.8% | +25.2% | -15.4% |
| 3Y | +68.2% | +80.3% | -12.0% | +19.0% |
| 5Y | +28.4% | +143.3% | -114.9% | -25.4% |
| All | +28.4% | +148.3% | -119.9% | -25.4% |
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