+22,229.9%
ISRG vs FHN
+177.0%
+22,052.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.0% | -3.3% |
| 7D | +4.8% | -1.0% | +5.8% | +5.1% |
| 30D | +9.2% | +0.2% | +9.0% | +9.2% |
| 3M | +21.2% | -9.0% | +30.2% | +24.1% |
| 6M | +0.2% | -6.8% | +7.1% | +1.9% |
| YTD | -20.1% | -1.5% | -18.5% | -20.1% |
| 1Y | -17.3% | +10.9% | -28.3% | -20.0% |
| 3Y | +63.3% | +119.4% | -56.1% | +30.0% |
| 5Y | +24.1% | +57.5% | -33.5% | +1.7% |
| 10Y | +507.0% | +114.1% | +392.8% | +316.9% |
| All | +22,229.9% | +177.0% | +22,052.8% | +15,450.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling