+17,983.8%
ISRG vs FHN
+197.8%
+17,786.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -1.6% | +1.2% | -2.8% | -1.9% |
| 30D | -2.3% | -4.7% | +2.4% | -1.1% |
| 3M | -12.4% | +3.5% | -16.0% | -13.4% |
| 6M | -26.8% | +7.8% | -34.7% | -28.4% |
| YTD | -35.3% | +5.9% | -41.1% | -36.5% |
| 1Y | -19.3% | +12.5% | -31.8% | -22.4% |
| 3Y | +18.1% | +117.2% | -99.1% | -5.9% |
| 5Y | +2.6% | +86.5% | -83.9% | -19.8% |
| 10Y | +379.4% | +125.7% | +253.7% | +224.5% |
| All | +17,983.8% | +197.8% | +17,786.0% | +12,259.9% |
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