+57.0%
ISRG vs FXI
+39.4%
+17.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.0% | -4.2% | +2.2% | -1.0% |
| 30D | +5.6% | -1.1% | +6.7% | +5.9% |
| 3M | +10.5% | -4.0% | +14.5% | +11.7% |
| 6M | +2.6% | -11.8% | +14.5% | +5.6% |
| YTD | -21.7% | -11.9% | -9.8% | -19.5% |
| 1Y | -21.6% | -16.1% | -5.4% | -18.6% |
| 3Y | +57.0% | +38.8% | +18.2% | +51.2% |
| All | +57.0% | +39.4% | +17.6% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 3y: compounded portfolio wealth divided by compounded FXI 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…
3y analysis · Full analysis span regression · 6 months rolling