+1,185.9%
ISRG vs FN
+3,020.0%
-1,834.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -6.0% | +15.4% | +10.2% |
| 7D | +8.5% | -7.0% | +15.5% | +9.3% |
| 30D | +18.6% | -24.7% | +43.3% | +22.7% |
| 3M | +30.9% | -35.7% | +66.6% | +37.5% |
| 6M | +6.6% | -52.4% | +59.0% | +15.1% |
| YTD | -14.9% | -25.0% | +10.1% | -16.4% |
| 1Y | -10.5% | -25.7% | +15.1% | -12.5% |
| 3Y | +73.1% | +110.2% | -37.1% | +34.0% |
| 5Y | +32.7% | +192.3% | -159.7% | -5.3% |
| 10Y | +546.2% | +812.3% | -266.0% | +281.9% |
| All | +1,185.9% | +3,020.0% | -1,834.1% | +554.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling