+539.2%
ISRG vs USFR
+28.6%
+510.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | +5.6% | +0.4% | +5.2% | +5.2% |
| 3M | +10.5% | +1.1% | +9.5% | +9.5% |
| 6M | +2.6% | +2.0% | +0.6% | +0.8% |
| YTD | -21.7% | +3.5% | -25.1% | -24.1% |
| 1Y | -21.6% | +4.1% | -25.6% | -24.5% |
| 3Y | +57.0% | +14.4% | +42.7% | +38.6% |
| 5Y | +25.0% | +21.4% | +3.6% | +4.1% |
| All | +539.2% | +28.6% | +510.6% | +428.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling