+417.9%
ISRG vs USFD
+329.0%
+88.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.7% |
| 7D | -1.6% | -3.0% | +1.4% | -0.7% |
| 30D | -2.3% | +3.5% | -5.8% | -3.4% |
| 3M | -12.4% | +26.6% | -39.0% | -18.8% |
| 6M | -26.8% | +11.7% | -38.5% | -29.6% |
| YTD | -35.3% | +38.1% | -73.4% | -42.3% |
| 1Y | -19.3% | +33.4% | -52.7% | -27.4% |
| 3Y | +18.1% | +155.8% | -137.7% | -13.4% |
| 5Y | +2.6% | +214.0% | -211.4% | -30.1% |
| 10Y | +379.4% | +320.4% | +59.1% | +197.1% |
| All | +417.9% | +329.0% | +88.9% | +220.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling