+706.7%
ISRG vs USFR
+27.5%
+679.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | -2.3% | +0.3% | -2.6% | -2.4% |
| 3M | -12.4% | +1.0% | -13.4% | -12.8% |
| 6M | -26.8% | +1.9% | -28.8% | -27.5% |
| YTD | -35.3% | +2.6% | -37.9% | -36.0% |
| 1Y | -19.3% | +4.0% | -23.3% | -20.8% |
| 3Y | +18.1% | +14.1% | +4.0% | +11.1% |
| 5Y | +2.6% | +20.4% | -17.8% | -5.8% |
| 10Y | +379.4% | +28.0% | +351.4% | +332.3% |
| All | +706.7% | +27.5% | +679.2% | +630.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling