+545.4%
ISRG vs FCUV
-87.2%
+632.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.7% | +12.8% | -0.8% |
| 7D | -1.6% | +62.8% | -64.4% | -1.7% |
| 30D | -2.3% | +66.5% | -68.8% | -2.4% |
| 3M | -12.4% | +459.9% | -472.4% | -13.3% |
| 6M | -26.8% | -12.4% | -14.5% | -27.4% |
| YTD | -35.3% | -47.5% | +12.3% | -35.7% |
| 1Y | -19.3% | -80.5% | +61.2% | -19.7% |
| 3Y | +18.1% | -97.6% | +115.8% | +17.5% |
| 5Y | +2.6% | -99.5% | +102.2% | +2.2% |
| 10Y | +379.4% | -95.8% | +475.2% | +381.1% |
| All | +545.4% | -87.2% | +632.6% | +555.1% |
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