+17.4%
ISRG vs FOXA
+118.5%
-101.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -5.2% | -0.6% | -4.5% | -5.1% |
| 30D | -7.6% | +2.3% | -9.9% | -8.2% |
| 3M | -16.4% | -2.8% | -13.5% | -16.6% |
| 6M | -28.6% | +9.6% | -38.2% | -31.4% |
| YTD | -38.2% | -9.9% | -28.3% | -36.9% |
| 1Y | -25.5% | +5.4% | -30.9% | -28.1% |
| 3Y | +17.4% | +115.3% | -97.8% | -3.9% |
| All | +17.4% | +118.5% | -101.1% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling