+2.0%
ISRG vs FROG
+129.7%
-127.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.2% |
| 7D | -1.6% | -11.3% | +9.7% | +0.6% |
| 30D | -2.3% | +3.6% | -5.9% | -3.4% |
| 3M | -12.4% | +1.7% | -14.1% | -13.6% |
| 6M | -26.8% | +123.5% | -150.4% | -39.5% |
| YTD | -35.3% | +40.2% | -75.5% | -41.7% |
| 1Y | -19.3% | +81.0% | -100.3% | -32.4% |
| 3Y | +18.1% | +194.8% | -176.6% | -19.3% |
| All | +2.0% | +129.7% | -127.6% | -28.0% |
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