+15,401.0%
ISRG vs FXI
+213.2%
+15,187.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +4.8% | +5.7% | -0.8% | +2.3% |
| 30D | +9.2% | +4.6% | +4.7% | +7.0% |
| 3M | +21.2% | -2.8% | +23.9% | +22.8% |
| 6M | +0.2% | -6.1% | +6.3% | +3.0% |
| YTD | -20.1% | -8.0% | -12.0% | -17.3% |
| 1Y | -17.3% | -11.3% | -6.0% | -13.0% |
| 3Y | +63.3% | +42.6% | +20.7% | +31.6% |
| 5Y | +24.1% | -0.1% | +24.1% | +13.5% |
| 10Y | +507.0% | +22.7% | +484.2% | +393.2% |
| All | +15,401.0% | +213.2% | +15,187.7% | +5,362.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling