-24.4%
ISRG vs FND
-45.4%
+20.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -5.0% | -0.8% | -4.2% | -4.9% |
| 30D | -10.2% | -19.6% | +9.4% | -7.3% |
| 3M | -17.2% | -4.3% | -12.9% | -16.9% |
| 6M | -28.4% | -20.4% | -8.0% | -27.0% |
| YTD | -37.6% | -21.9% | -15.8% | -36.8% |
| 1Y | -24.4% | -45.2% | +20.7% | -20.0% |
| All | -24.4% | -45.4% | +20.9% | -20.0% |
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