-20.1%
ISRG vs FRMI
-77.3%
+57.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +11.5% | -16.0% | -4.4% |
| 7D | -5.2% | +23.3% | -28.5% | -4.9% |
| 30D | -7.6% | -7.6% | 0.0% | -7.5% |
| 3M | -16.4% | +0.2% | -16.5% | -16.2% |
| 6M | -28.6% | -28.7% | +0.2% | -28.8% |
| YTD | -38.2% | -28.6% | -9.5% | -37.9% |
| All | -20.1% | -77.3% | +57.2% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling