+63.3%
ISRG vs FXI
+41.7%
+21.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +4.8% | +5.7% | -0.8% | +3.4% |
| 30D | +9.2% | +4.6% | +4.7% | +8.0% |
| 3M | +21.2% | -2.8% | +23.9% | +21.9% |
| 6M | +0.2% | -6.1% | +6.3% | +1.5% |
| YTD | -20.1% | -8.0% | -12.0% | -18.7% |
| 1Y | -17.3% | -11.3% | -6.0% | -15.3% |
| 3Y | +63.3% | +42.6% | +20.7% | +56.2% |
| All | +63.3% | +41.7% | +21.6% | +56.2% |
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