-19.0%
ISRG vs FWONK
-3.0%
-16.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.3% | +2.4% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -8.0% | -7.7% | -0.3% | -7.0% |
| 3M | -10.6% | +5.7% | -16.3% | -12.0% |
| 6M | -25.1% | +13.5% | -38.6% | -27.0% |
| YTD | -34.8% | -3.0% | -31.9% | -35.2% |
| 1Y | -19.0% | -6.4% | -12.6% | -17.9% |
| All | -19.0% | -3.0% | -16.1% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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