+17,983.8%
ISRG vs FAST
+4,790.4%
+13,193.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | -2.3% | -0.8% | -1.5% | -2.0% |
| 3M | -12.4% | +5.8% | -18.2% | -14.6% |
| 6M | -26.8% | +8.0% | -34.8% | -29.7% |
| YTD | -35.3% | +25.6% | -60.9% | -42.2% |
| 1Y | -19.3% | +0.8% | -20.1% | -20.8% |
| 3Y | +18.1% | +86.1% | -68.0% | -14.4% |
| 5Y | +2.6% | +100.2% | -97.6% | -28.2% |
| 10Y | +379.4% | +494.2% | -114.7% | +98.5% |
| All | +17,983.8% | +4,790.4% | +13,193.5% | +2,719.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling