+55.7%
ISRG vs FHN
+130.0%
-74.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -6.1% | +1.3% | -7.4% | -6.4% |
| 30D | +4.2% | +2.8% | +1.4% | +3.5% |
| 3M | +9.6% | -8.9% | +18.5% | +12.5% |
| 6M | +1.9% | -0.7% | +2.6% | +1.7% |
| YTD | -22.3% | +0.1% | -22.4% | -22.9% |
| 1Y | -23.2% | +10.4% | -33.6% | -26.0% |
| All | +55.7% | +130.0% | -74.3% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling