+25.5%
ISRG vs FRSH
-66.7%
+92.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.0% | +4.6% | -6.7% | -3.0% |
| 30D | +5.6% | -7.5% | +13.0% | +7.0% |
| 3M | +10.5% | -0.1% | +10.6% | +9.9% |
| 6M | +2.6% | +54.5% | -51.9% | -7.9% |
| YTD | -21.7% | +3.4% | -25.1% | -23.9% |
| 1Y | -21.6% | +6.4% | -27.9% | -24.4% |
| 3Y | +57.0% | -26.3% | +83.3% | +58.4% |
| All | +25.5% | -66.7% | +92.1% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling