+1.3%
ISRG vs FRMI
-89.6%
+90.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +26.7% | -25.9% | +1.3% |
| 7D | -2.0% | +66.2% | -68.3% | -1.0% |
| 30D | +5.6% | -17.4% | +23.0% | +5.5% |
| 3M | +10.5% | -60.5% | +71.0% | +9.6% |
| 6M | +2.6% | -56.5% | +59.1% | +2.0% |
| YTD | -21.7% | -67.4% | +45.7% | -22.0% |
| 1Y | -21.6% | -85.1% | +63.5% | -24.6% |
| All | +1.3% | -89.6% | +90.9% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling