+26.5%
ISRG vs FAST
+110.9%
-84.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +0.4% |
| 7D | +5.4% | +3.8% | +1.6% | +3.7% |
| 30D | +8.6% | +8.1% | +0.6% | +4.8% |
| 3M | +21.6% | +5.8% | +15.8% | +18.3% |
| 6M | +2.3% | +24.9% | -22.5% | -7.6% |
| YTD | -18.7% | +38.9% | -57.6% | -31.1% |
| 1Y | -17.8% | +36.5% | -54.2% | -29.8% |
| 3Y | +69.1% | +98.1% | -29.1% | +10.3% |
| 5Y | +26.5% | +109.3% | -82.8% | -24.1% |
| All | +26.5% | +110.9% | -84.4% | -24.1% |
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