+25.2%
ISRG vs FCUV
-99.9%
+125.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.6% | -6.9% | -2.3% |
| 7D | +2.1% | -15.3% | +17.4% | +2.2% |
| 30D | +6.2% | -29.7% | +35.9% | +6.3% |
| 3M | +14.4% | -54.5% | +68.9% | +14.6% |
| 6M | 0.0% | -26.7% | +26.7% | -1.8% |
| YTD | -20.5% | -91.0% | +70.4% | -19.7% |
| 1Y | -21.9% | -98.0% | +76.1% | -18.7% |
| 3Y | +62.2% | -99.5% | +161.7% | +71.8% |
| 5Y | +25.2% | -99.9% | +125.1% | +42.9% |
| All | +25.2% | -99.9% | +125.1% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling