+3.8%
ISRG vs FLNC
-70.4%
+74.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +2.2% |
| 7D | +0.7% | -4.1% | +4.7% | +0.9% |
| 30D | -8.0% | -24.8% | +16.8% | -6.3% |
| 3M | -10.6% | -59.1% | +48.5% | -5.4% |
| 6M | -25.1% | -42.0% | +16.9% | -24.8% |
| YTD | -34.8% | -49.8% | +15.0% | -34.8% |
| 1Y | -19.0% | +43.1% | -62.1% | -29.6% |
| 3Y | +22.1% | -61.0% | +83.0% | +11.7% |
| All | +3.8% | -70.4% | +74.2% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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