+25.5%
ISRG vs FROG
+207.6%
-182.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.4% |
| 7D | -2.0% | +12.5% | -14.5% | -3.9% |
| 30D | +5.6% | +23.5% | -18.0% | +0.6% |
| 3M | +10.5% | +19.4% | -8.8% | +5.5% |
| 6M | +2.6% | +77.0% | -74.4% | -10.3% |
| YTD | -21.7% | +81.9% | -103.6% | -33.6% |
| 1Y | -21.6% | +90.7% | -112.2% | -34.4% |
| 3Y | +57.0% | +328.5% | -271.5% | -2.5% |
| All | +25.5% | +207.6% | -182.1% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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