+63.3%
ISRG vs FAST
+91.8%
-28.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.5% | -3.4% |
| 7D | +4.8% | +2.1% | +2.7% | +4.2% |
| 30D | +9.2% | +6.9% | +2.4% | +7.2% |
| 3M | +21.2% | +4.8% | +16.3% | +19.5% |
| 6M | +0.2% | +19.8% | -19.5% | -4.7% |
| YTD | -20.1% | +34.9% | -54.9% | -27.0% |
| 1Y | -17.3% | +32.8% | -50.1% | -24.2% |
| 3Y | +63.3% | +93.7% | -30.4% | +18.7% |
| All | +63.3% | +91.8% | -28.5% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling