+23.9%
ISRG vs FCEL
-96.5%
+120.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +11.5% | -14.9% | -3.9% |
| 7D | +4.8% | -11.2% | +16.0% | +5.2% |
| 30D | +9.2% | -45.8% | +55.0% | +12.1% |
| 3M | +21.2% | -51.0% | +72.1% | +24.3% |
| 6M | +0.2% | -22.2% | +22.5% | -3.8% |
| YTD | -20.1% | +36.3% | -56.3% | -27.9% |
| 1Y | -17.3% | +29.0% | -46.4% | -25.6% |
| 3Y | +63.3% | -70.9% | +134.2% | +58.8% |
| All | +23.9% | -96.5% | +120.4% | +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 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