-21.6%
ISRG vs FCUV
-95.0%
+73.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +136.0% | -135.2% | +0.7% |
| 7D | -2.0% | +148.8% | -150.8% | -2.2% |
| 30D | +5.6% | +95.0% | -89.5% | +5.4% |
| 3M | +10.5% | +27.8% | -17.3% | +10.5% |
| 6M | +2.6% | +121.0% | -118.4% | +2.0% |
| YTD | -21.7% | -78.1% | +56.5% | -21.7% |
| 1Y | -21.6% | -94.3% | +72.7% | -22.3% |
| All | -21.6% | -95.0% | +73.5% | -22.3% |
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