+28.4%
ISRG vs FAST
+102.7%
-74.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | +4.4% | +0.7% | +3.7% | +4.2% |
| 30D | +15.8% | +4.6% | +11.1% | +13.3% |
| 3M | +24.9% | +6.4% | +18.5% | +21.2% |
| 6M | +3.8% | +20.6% | -16.8% | -4.7% |
| YTD | -17.3% | +34.7% | -51.9% | -28.9% |
| 1Y | -14.6% | +29.7% | -44.2% | -25.3% |
| 3Y | +68.2% | +89.9% | -21.7% | +12.2% |
| 5Y | +28.4% | +105.0% | -76.6% | -21.8% |
| All | +28.4% | +102.7% | -74.3% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling