-10.5%
ISRG vs FCEL
+32.6%
-43.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -6.0% | +15.4% | +9.2% |
| 7D | +8.5% | -14.9% | +23.4% | +8.1% |
| 30D | +18.6% | -41.7% | +60.3% | +17.1% |
| 3M | +30.9% | -53.2% | +84.1% | +29.1% |
| 6M | +6.6% | -19.0% | +25.6% | +4.0% |
| YTD | -14.9% | +44.2% | -59.1% | -19.1% |
| 1Y | -10.5% | +42.4% | -53.0% | -15.6% |
| All | -10.5% | +32.6% | -43.1% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 1y: compounded portfolio wealth divided by compounded FCEL 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…
1y analysis · Full analysis span regression · 6 months rolling