+276.7%
ISRG vs FND
+58.4%
+218.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.6% | +0.1% | -3.3% |
| 7D | -5.2% | +0.4% | -5.5% | -5.3% |
| 30D | -7.6% | -23.6% | +16.0% | -1.0% |
| 3M | -16.4% | +4.3% | -20.7% | -18.1% |
| 6M | -28.6% | -20.3% | -8.3% | -25.3% |
| YTD | -38.2% | -21.3% | -16.9% | -35.6% |
| 1Y | -25.5% | -45.4% | +19.9% | -14.8% |
| 3Y | +17.4% | -48.9% | +66.3% | +30.7% |
| 5Y | -3.0% | -61.0% | +58.1% | +10.9% |
| All | +276.7% | +58.4% | +218.3% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling