+1,149.7%
ISRG vs FN
+2,575.5%
-1,425.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -14.2% | +11.4% | -0.8% |
| 7D | +4.4% | -16.0% | +20.4% | +6.6% |
| 30D | +15.8% | -40.1% | +55.9% | +23.8% |
| 3M | +24.9% | -43.9% | +68.8% | +33.6% |
| 6M | +3.8% | -55.6% | +59.4% | +13.0% |
| YTD | -17.3% | -35.7% | +18.4% | -17.1% |
| 1Y | -14.6% | -39.8% | +25.2% | -13.8% |
| 3Y | +68.2% | +80.3% | -12.0% | +33.0% |
| 5Y | +28.4% | +143.3% | -114.9% | -6.0% |
| 10Y | +528.0% | +682.3% | -154.3% | +279.0% |
| All | +1,149.7% | +2,575.5% | -1,425.8% | +549.5% |
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