+674.2%
ISRG vs FCUV
-97.7%
+771.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -2.1% |
| 7D | -6.1% | +2.4% | -8.5% | -6.1% |
| 30D | +4.2% | -25.9% | +30.2% | +4.3% |
| 3M | +9.6% | -44.8% | +54.4% | +9.7% |
| 6M | +1.9% | -3.5% | +5.3% | +1.1% |
| YTD | -22.3% | -90.7% | +68.4% | -22.6% |
| 1Y | -23.2% | -97.9% | +74.7% | -23.2% |
| 3Y | +58.5% | -99.5% | +158.1% | +58.0% |
| 5Y | +23.9% | -99.9% | +123.8% | +23.7% |
| 10Y | +536.7% | -99.3% | +636.0% | +540.5% |
| All | +674.2% | -97.7% | +771.9% | +687.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling