+57.0%
ISRG vs FCEL
-68.7%
+125.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +0.8% |
| 7D | -2.0% | -2.8% | +0.8% | -2.0% |
| 30D | +5.6% | -31.6% | +37.2% | +5.5% |
| 3M | +10.5% | -52.4% | +63.0% | +10.5% |
| 6M | +2.6% | -51.4% | +54.0% | +1.9% |
| YTD | -21.7% | +32.4% | -54.1% | -24.0% |
| 1Y | -21.6% | +37.5% | -59.1% | -24.1% |
| 3Y | +57.0% | -69.3% | +126.3% | +56.1% |
| All | +57.0% | -68.7% | +125.7% | +56.1% |
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 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