+374.7%
ISRG vs FCEL
-99.2%
+473.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.9% | +8.0% | +2.2% |
| 7D | -2.5% | +6.3% | -8.8% | -2.8% |
| 30D | -10.2% | -18.8% | +8.6% | -9.8% |
| 3M | -12.5% | -3.8% | -8.7% | -13.5% |
| 6M | -25.8% | +121.1% | -146.9% | -29.8% |
| YTD | -36.4% | +113.3% | -149.6% | -39.9% |
| 1Y | -19.9% | +173.5% | -193.4% | -25.6% |
| 3Y | +20.9% | -63.9% | +84.8% | +17.3% |
| 5Y | +5.7% | -90.7% | +96.3% | +6.0% |
| All | +374.7% | -99.2% | +473.9% | +422.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling