-24.4%
ISRG vs FLR
+33.3%
-57.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.0% | +1.0% |
| 7D | -5.0% | -3.1% | -1.9% | -4.9% |
| 30D | -10.2% | +4.9% | -15.1% | -10.3% |
| 3M | -17.2% | +10.8% | -28.0% | -17.8% |
| 6M | -28.4% | +19.7% | -48.1% | -29.7% |
| YTD | -37.6% | +38.4% | -76.0% | -38.2% |
| 1Y | -24.4% | +34.7% | -59.1% | -27.4% |
| All | -24.4% | +33.3% | -57.8% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling