-26.8%
ISRG vs FRMI
-45.9%
+19.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.2% | -0.9% |
| 7D | -1.6% | +2.4% | -4.0% | -1.6% |
| 30D | -2.3% | -17.3% | +15.0% | -2.2% |
| 3M | -12.4% | -17.2% | +4.7% | -12.7% |
| 6M | -26.8% | -43.4% | +16.5% | -26.5% |
| All | -26.8% | -45.9% | +19.1% | -26.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling