-10.5%
ISRG vs FRSH
+21.1%
-31.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -6.3% | +15.7% | +10.3% |
| 7D | +8.5% | -13.8% | +22.3% | +10.9% |
| 30D | +18.6% | +0.3% | +18.3% | +18.2% |
| 3M | +30.9% | +10.1% | +20.8% | +28.2% |
| 6M | +6.6% | +47.7% | -41.1% | 0.0% |
| YTD | -14.9% | +8.2% | -23.1% | -15.6% |
| 1Y | -10.5% | +21.4% | -32.0% | -14.7% |
| All | -10.5% | +21.1% | -31.6% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 1y: compounded portfolio wealth divided by compounded FRSH 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…
1y analysis · Full analysis span regression · 6 months rolling