+2.1%
ISRG vs FRSH
-72.0%
+74.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.9% | +0.4% | -3.5% |
| 7D | -5.2% | -10.1% | +4.9% | -3.0% |
| 30D | -7.6% | +2.2% | -9.8% | -8.2% |
| 3M | -16.4% | +28.6% | -44.9% | -21.0% |
| 6M | -28.6% | +40.2% | -68.8% | -34.2% |
| YTD | -38.2% | -1.2% | -36.9% | -39.0% |
| 1Y | -25.5% | -7.9% | -17.6% | -25.6% |
| 3Y | +17.4% | -44.7% | +62.2% | +26.6% |
| All | +2.1% | -72.0% | +74.2% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling