+561.8%
ISRG vs USFD
+340.6%
+221.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.0% |
| 7D | +4.4% | +3.9% | +0.5% | +3.2% |
| 30D | +15.8% | +10.7% | +5.1% | +12.2% |
| 3M | +24.9% | +6.3% | +18.5% | +22.1% |
| 6M | +3.8% | +16.2% | -12.4% | -1.4% |
| YTD | -17.3% | +41.9% | -59.1% | -27.0% |
| 1Y | -14.6% | +44.2% | -58.8% | -25.1% |
| 3Y | +68.2% | +159.8% | -91.6% | +22.6% |
| 5Y | +28.4% | +177.1% | -148.7% | -9.7% |
| 10Y | +528.0% | +376.2% | +151.9% | +282.1% |
| All | +561.8% | +340.6% | +221.1% | +304.9% |
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