+5.1%
ISRG vs FRSH
-72.6%
+77.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -2.5% | -11.2% | +8.6% | -0.1% |
| 30D | -10.2% | -0.8% | -9.3% | -10.2% |
| 3M | -12.5% | +26.4% | -38.9% | -17.1% |
| 6M | -25.8% | +48.4% | -74.2% | -32.5% |
| YTD | -36.4% | -3.1% | -33.3% | -37.0% |
| 1Y | -19.9% | -8.7% | -11.2% | -19.9% |
| 3Y | +20.9% | -45.8% | +66.7% | +30.9% |
| All | +5.1% | -72.6% | +77.7% | +12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling