+356.0%
ISRG vs FHN
+126.5%
+229.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.3% |
| 7D | -5.2% | +2.7% | -7.8% | -5.7% |
| 30D | -7.6% | -3.1% | -4.5% | -6.9% |
| 3M | -16.4% | +2.3% | -18.7% | -17.0% |
| 6M | -28.6% | +9.7% | -38.3% | -30.3% |
| YTD | -38.2% | +4.7% | -42.9% | -39.1% |
| 1Y | -25.5% | +13.8% | -39.3% | -28.2% |
| 3Y | +17.4% | +131.6% | -114.1% | -4.8% |
| 5Y | -3.0% | +91.1% | -94.1% | -22.3% |
| 10Y | +356.0% | +126.6% | +229.3% | +246.7% |
| All | +356.0% | +126.5% | +229.5% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling