-20.1%
ISRG vs FND
-10.2%
-9.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.3% | +0.8% |
| 7D | +5.4% | +8.5% | -3.1% | +3.6% |
| 30D | +8.6% | +17.2% | -8.6% | +5.3% |
| 3M | +21.6% | -14.9% | +36.5% | +23.8% |
| 6M | +2.3% | +3.1% | -0.8% | +0.5% |
| YTD | -18.7% | -12.4% | -6.3% | -20.3% |
| All | -20.1% | -10.2% | -9.8% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling