+13,943.8%
ISRG vs FLR
+603.8%
+13,340.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.3% |
| 7D | -1.6% | +5.4% | -7.0% | -2.8% |
| 30D | -2.3% | +11.4% | -13.6% | -5.1% |
| 3M | -12.4% | +11.4% | -23.9% | -15.5% |
| 6M | -26.8% | +16.6% | -43.5% | -30.8% |
| YTD | -35.3% | +41.7% | -77.0% | -41.5% |
| 1Y | -19.3% | +35.4% | -54.7% | -27.0% |
| 3Y | +18.1% | +57.3% | -39.2% | -1.2% |
| 5Y | +2.6% | +241.0% | -238.3% | -30.8% |
| 10Y | +379.4% | +16.6% | +362.8% | +249.9% |
| All | +13,943.8% | +603.8% | +13,340.0% | +6,215.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling