-3.0%
ISRG vs USFR
+20.5%
-23.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.6% | -4.6% |
| 7D | -5.2% | +0.1% | -5.2% | -5.3% |
| 30D | -7.6% | +0.3% | -7.9% | -8.2% |
| 3M | -16.4% | +1.0% | -17.3% | -18.0% |
| 6M | -28.6% | +1.9% | -30.5% | -31.5% |
| YTD | -38.2% | +2.7% | -40.8% | -41.8% |
| 1Y | -25.5% | +4.0% | -29.5% | -32.3% |
| 3Y | +17.4% | +14.0% | +3.4% | -11.6% |
| 5Y | -3.0% | +20.4% | -23.4% | -39.3% |
| All | -3.0% | +20.5% | -23.4% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling