+878.1%
ISRG vs FN
+3,620.5%
-2,742.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -4.0% | -1.3% |
| 7D | -1.6% | -1.7% | +0.1% | -1.3% |
| 30D | -2.3% | -22.0% | +19.7% | +0.8% |
| 3M | -12.4% | -43.0% | +30.6% | -6.3% |
| 6M | -26.8% | -27.7% | +0.9% | -26.0% |
| YTD | -35.3% | -10.5% | -24.7% | -37.4% |
| 1Y | -19.3% | +12.5% | -31.8% | -25.7% |
| 3Y | +18.1% | +153.8% | -135.7% | -10.2% |
| 5Y | +2.6% | +288.0% | -285.4% | -29.2% |
| 10Y | +379.4% | +906.4% | -527.0% | +180.8% |
| All | +878.1% | +3,620.5% | -2,742.4% | +390.0% |
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