+92.6%
ISRG vs FOXA
+86.3%
+6.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.5% |
| 7D | -5.0% | -5.4% | +0.4% | -3.4% |
| 30D | -10.2% | +1.1% | -11.3% | -10.7% |
| 3M | -17.2% | -6.1% | -11.1% | -16.5% |
| 6M | -28.4% | +8.2% | -36.7% | -31.6% |
| YTD | -37.6% | -11.8% | -25.8% | -36.2% |
| 1Y | -24.4% | +9.9% | -34.4% | -28.8% |
| 3Y | +18.4% | +110.7% | -92.3% | -12.0% |
| 5Y | -1.0% | +86.9% | -87.9% | -24.3% |
| All | +92.6% | +86.3% | +6.3% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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