-10.5%
ISRG vs USFD
+49.6%
-60.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.5% | +0.9% | +8.6% |
| 7D | +8.5% | +7.8% | +0.7% | +7.7% |
| 30D | +18.6% | +16.2% | +2.4% | +17.5% |
| 3M | +30.9% | +11.0% | +19.9% | +29.8% |
| 6M | +6.6% | +20.7% | -14.1% | +5.8% |
| YTD | -14.9% | +46.0% | -60.8% | -16.1% |
| 1Y | -10.5% | +49.8% | -60.3% | -12.5% |
| All | -10.5% | +49.6% | -60.1% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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