-1.5%
ISRG vs FLNC
-67.0%
+65.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.7% | -11.2% | -5.0% |
| 7D | -5.2% | +6.0% | -11.1% | -5.6% |
| 30D | -7.6% | -16.3% | +8.8% | -6.5% |
| 3M | -16.4% | -54.1% | +37.8% | -12.2% |
| 6M | -28.6% | -25.3% | -3.3% | -29.7% |
| YTD | -38.2% | -44.2% | +6.0% | -38.5% |
| 1Y | -25.5% | +53.1% | -78.6% | -35.4% |
| 3Y | +17.4% | -58.3% | +75.7% | +7.3% |
| All | -1.5% | -67.0% | +65.5% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling