+370.1%
ISRG vs FLR
+17.1%
+353.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.0% | +1.3% |
| 7D | -5.0% | -3.1% | -1.9% | -4.7% |
| 30D | -10.2% | +4.9% | -15.1% | -10.8% |
| 3M | -17.2% | +10.8% | -28.0% | -18.8% |
| 6M | -28.4% | +19.7% | -48.1% | -30.9% |
| YTD | -37.6% | +38.4% | -76.0% | -41.0% |
| 1Y | -24.4% | +34.7% | -59.1% | -28.5% |
| 3Y | +18.4% | +56.7% | -38.2% | +7.2% |
| 5Y | -1.0% | +241.6% | -242.6% | -19.2% |
| 10Y | +370.1% | +20.2% | +349.9% | +320.1% |
| All | +370.1% | +17.1% | +353.0% | +320.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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