+2.0%
ISRG vs FHN
+86.2%
-84.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -1.6% | +1.2% | -2.8% | -1.8% |
| 30D | -2.3% | -4.7% | +2.4% | -1.5% |
| 3M | -12.4% | +3.5% | -16.0% | -13.1% |
| 6M | -26.8% | +7.8% | -34.7% | -27.9% |
| YTD | -35.3% | +5.9% | -41.1% | -36.1% |
| 1Y | -19.3% | +12.5% | -31.8% | -21.3% |
| 3Y | +18.1% | +117.2% | -99.1% | +5.2% |
| All | +2.0% | +86.2% | -84.2% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling