-19.4%
ISRG vs FRMI
-78.0%
+58.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.0% | +0.8% |
| 7D | -5.0% | +15.9% | -20.9% | -4.8% |
| 30D | -10.2% | -6.0% | -4.3% | -10.2% |
| 3M | -17.2% | -1.6% | -15.6% | -17.1% |
| 6M | -28.4% | -30.7% | +2.3% | -28.7% |
| YTD | -37.6% | -30.9% | -6.8% | -37.4% |
| All | -19.4% | -78.0% | +58.6% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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