+539.2%
ISRG vs FCEL
-99.1%
+638.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +1.0% |
| 7D | -2.0% | -2.8% | +0.8% | -2.0% |
| 30D | +5.6% | -31.6% | +37.2% | +6.6% |
| 3M | +10.5% | -52.4% | +63.0% | +12.5% |
| 6M | +2.6% | -51.4% | +54.0% | +2.7% |
| YTD | -21.7% | +32.4% | -54.1% | -25.2% |
| 1Y | -21.6% | +37.5% | -59.1% | -25.4% |
| 3Y | +57.0% | -69.3% | +126.3% | +52.4% |
| 5Y | +25.0% | -97.1% | +122.1% | +29.0% |
| All | +539.2% | -99.1% | +638.3% | +616.3% |
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