-24.4%
ISRG vs FOXA
+8.1%
-32.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.0% |
| 7D | -5.0% | -5.4% | +0.4% | -4.7% |
| 30D | -10.2% | +1.1% | -11.3% | -10.3% |
| 3M | -17.2% | -6.1% | -11.1% | -18.0% |
| 6M | -28.4% | +8.2% | -36.7% | -30.0% |
| YTD | -37.6% | -11.8% | -25.8% | -36.9% |
| 1Y | -24.4% | +9.9% | -34.4% | -26.7% |
| All | -24.4% | +8.1% | -32.5% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling