+896.1%
ISRG vs USFR
+28.5%
+867.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +4.8% | +0.1% | +4.7% | +4.8% |
| 30D | +9.2% | +0.4% | +8.8% | +9.0% |
| 3M | +21.2% | +1.1% | +20.1% | +20.6% |
| 6M | +0.2% | +2.1% | -1.8% | -0.7% |
| YTD | -20.1% | +3.4% | -23.5% | -21.3% |
| 1Y | -17.3% | +4.1% | -21.4% | -18.9% |
| 3Y | +63.3% | +14.4% | +48.9% | +53.4% |
| 5Y | +24.1% | +21.3% | +2.7% | +13.4% |
| 10Y | +507.0% | +28.5% | +478.5% | +446.0% |
| All | +896.1% | +28.5% | +867.6% | +798.6% |
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