-17.3%
ISRG vs FAST
+30.1%
-47.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.5% | -3.4% |
| 7D | +4.8% | +2.1% | +2.7% | +4.3% |
| 30D | +9.2% | +6.9% | +2.4% | +7.3% |
| 3M | +21.2% | +4.8% | +16.3% | +19.6% |
| 6M | +0.2% | +19.8% | -19.5% | -4.0% |
| YTD | -20.1% | +34.9% | -54.9% | -25.6% |
| 1Y | -17.3% | +32.8% | -50.1% | -22.6% |
| All | -17.3% | +30.1% | -47.4% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling