+536.3%
ISRG vs FCEL
-98.9%
+635.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.6% | -6.9% | +1.5% |
| 7D | +5.4% | +3.0% | +2.4% | +5.2% |
| 30D | +8.6% | -40.0% | +48.6% | +10.1% |
| 3M | +21.6% | -47.0% | +68.6% | +23.3% |
| 6M | +2.3% | -21.0% | +23.4% | +0.6% |
| YTD | -18.7% | +48.0% | -66.7% | -22.6% |
| 1Y | -17.8% | +43.9% | -61.6% | -21.9% |
| 3Y | +69.1% | -67.5% | +136.6% | +63.9% |
| 5Y | +26.5% | -96.7% | +123.1% | +30.0% |
| 10Y | +536.3% | -99.0% | +635.3% | +605.1% |
| All | +536.3% | -98.9% | +635.2% | +605.1% |
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