-19.9%
ISRG vs FCUV
-94.3%
+74.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.6% | +2.0% |
| 7D | -2.5% | -72.0% | +69.4% | -2.4% |
| 30D | -10.2% | -8.0% | -2.2% | -10.1% |
| 3M | -12.5% | +66.3% | -78.8% | -12.8% |
| 6M | -25.8% | -75.3% | +49.5% | -25.5% |
| YTD | -36.4% | -83.0% | +46.6% | -36.1% |
| 1Y | -19.9% | -94.7% | +74.8% | -19.7% |
| All | -19.9% | -94.3% | +74.4% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling