+17.4%
ISRG vs FCUV
-99.2%
+116.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -65.2% | +60.7% | -4.3% |
| 7D | -5.2% | -47.9% | +42.8% | -5.1% |
| 30D | -7.6% | +13.7% | -21.2% | -7.7% |
| 3M | -16.4% | +97.0% | -113.4% | -17.3% |
| 6M | -28.6% | -66.1% | +37.6% | -28.6% |
| YTD | -38.2% | -81.8% | +43.6% | -37.9% |
| 1Y | -25.5% | -93.3% | +67.8% | -24.7% |
| 3Y | +17.4% | -99.2% | +116.6% | +20.0% |
| All | +17.4% | -99.2% | +116.6% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling