+374.7%
ISRG vs FCUV
-98.6%
+473.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.6% | +2.0% |
| 7D | -2.5% | -72.0% | +69.4% | -2.3% |
| 30D | -10.2% | -8.0% | -2.2% | -10.2% |
| 3M | -12.5% | +66.3% | -78.8% | -13.4% |
| 6M | -25.8% | -75.3% | +49.5% | -26.3% |
| YTD | -36.4% | -83.0% | +46.6% | -36.7% |
| 1Y | -19.9% | -94.7% | +74.8% | -20.2% |
| 3Y | +20.9% | -99.3% | +120.1% | +20.3% |
| 5Y | +5.7% | -99.9% | +105.5% | +5.4% |
| All | +374.7% | -98.6% | +473.3% | +373.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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