+2.0%
ISRG vs FCEL
-91.9%
+93.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -0.9% |
| 7D | -1.6% | -15.8% | +14.2% | -0.8% |
| 30D | -2.3% | -29.3% | +27.0% | -0.7% |
| 3M | -12.4% | -30.1% | +17.7% | -12.7% |
| 6M | -26.8% | +74.4% | -101.3% | -33.2% |
| YTD | -35.3% | +104.5% | -139.8% | -42.0% |
| 1Y | -19.3% | +281.4% | -300.7% | -33.1% |
| 3Y | +18.1% | -66.1% | +84.2% | +17.1% |
| All | +2.0% | -91.9% | +93.9% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling