+63.3%
ISRG vs FCEL
-74.5%
+137.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +11.5% | -14.9% | -3.3% |
| 7D | +4.8% | -11.2% | +16.0% | +4.8% |
| 30D | +9.2% | -45.8% | +55.0% | +9.1% |
| 3M | +21.2% | -51.0% | +72.1% | +21.1% |
| 6M | +0.2% | -22.2% | +22.5% | -1.2% |
| YTD | -20.1% | +36.3% | -56.3% | -22.4% |
| 1Y | -17.3% | +29.0% | -46.4% | -19.9% |
| 3Y | +63.3% | -70.9% | +134.2% | +62.5% |
| All | +63.3% | -74.5% | +137.8% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling