+23.9%
ISRG vs FLR
+93.7%
-69.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.3% | -6.7% | -3.9% |
| 7D | +4.8% | -0.8% | +5.6% | +4.9% |
| 30D | +9.2% | -9.1% | +18.3% | +10.8% |
| 3M | +21.2% | -4.7% | +25.8% | +21.1% |
| 6M | +0.2% | -14.2% | +14.5% | +1.2% |
| YTD | -20.1% | +17.3% | -37.3% | -24.5% |
| 1Y | -17.3% | +4.3% | -21.6% | -20.2% |
| 3Y | +63.3% | +30.7% | +32.6% | +39.6% |
| All | +23.9% | +93.7% | -69.8% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling