+23.4%
ISRG vs FLR
+56.7%
-33.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.5% |
| 7D | -1.6% | +5.4% | -7.0% | -2.3% |
| 30D | -2.3% | +11.4% | -13.6% | -4.1% |
| 3M | -12.4% | +11.4% | -23.9% | -14.4% |
| 6M | -26.8% | +16.6% | -43.5% | -29.5% |
| YTD | -35.3% | +41.7% | -77.0% | -39.7% |
| 1Y | -19.3% | +35.4% | -54.7% | -25.0% |
| All | +23.4% | +56.7% | -33.4% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling