+500.7%
ISRG vs FAST
+586.8%
-86.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.5% | -3.4% |
| 7D | +4.8% | +2.1% | +2.7% | +3.9% |
| 30D | +9.2% | +6.9% | +2.4% | +5.8% |
| 3M | +21.2% | +4.8% | +16.3% | +18.3% |
| 6M | +0.2% | +19.8% | -19.5% | -8.0% |
| YTD | -20.1% | +34.9% | -54.9% | -31.4% |
| 1Y | -17.3% | +32.8% | -50.1% | -28.6% |
| 3Y | +63.3% | +93.7% | -30.4% | +12.9% |
| 5Y | +24.1% | +105.3% | -81.2% | -17.7% |
| All | +500.7% | +586.8% | -86.1% | +198.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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