+69.0%
ISRG vs FAST
+91.5%
-22.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | +4.4% | +0.7% | +3.7% | +4.3% |
| 30D | +15.8% | +4.6% | +11.1% | +14.2% |
| 3M | +24.9% | +6.4% | +18.5% | +22.6% |
| 6M | +3.8% | +20.6% | -16.8% | -1.4% |
| YTD | -17.3% | +34.7% | -51.9% | -24.4% |
| 1Y | -14.6% | +29.7% | -44.2% | -21.1% |
| All | +69.0% | +91.5% | -22.5% | +22.9% |
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