+3.0%
ISRG vs FRSH
-72.4%
+75.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.2% |
| 7D | -5.0% | -9.6% | +4.5% | -3.0% |
| 30D | -10.2% | -0.4% | -9.8% | -10.3% |
| 3M | -17.2% | +27.2% | -44.4% | -21.6% |
| 6M | -28.4% | +42.2% | -70.6% | -34.3% |
| YTD | -37.6% | -2.6% | -35.0% | -38.3% |
| 1Y | -24.4% | -10.2% | -14.3% | -24.2% |
| 3Y | +18.4% | -45.5% | +64.0% | +28.1% |
| All | +3.0% | -72.4% | +75.5% | +10.0% |
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