+23.9%
ISRG vs FND
-61.6%
+85.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.2% |
| 7D | +4.8% | +7.7% | -2.9% | +2.7% |
| 30D | +9.2% | +11.9% | -2.6% | +5.8% |
| 3M | +21.2% | -14.6% | +35.7% | +26.0% |
| 6M | +0.2% | +0.5% | -0.2% | -1.4% |
| YTD | -20.1% | -15.8% | -4.2% | -18.3% |
| 1Y | -17.3% | -12.9% | -4.4% | -16.6% |
| 3Y | +63.3% | -34.2% | +97.5% | +65.7% |
| All | +23.9% | -61.6% | +85.5% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling