+17,135.6%
ISRG vs FLR
+532.1%
+16,603.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +2.1% | +5.1% | -3.0% | +0.9% |
| 30D | +6.2% | -0.5% | +6.6% | +5.9% |
| 3M | +14.4% | -3.5% | +17.9% | +14.6% |
| 6M | 0.0% | +16.5% | -16.5% | -5.2% |
| YTD | -20.5% | +27.3% | -47.8% | -26.9% |
| 1Y | -21.9% | +10.6% | -32.5% | -26.0% |
| 3Y | +62.2% | +39.4% | +22.8% | +39.0% |
| 5Y | +25.2% | +126.4% | -101.2% | -7.1% |
| 10Y | +537.3% | +8.4% | +528.9% | +372.7% |
| All | +17,135.6% | +532.1% | +16,603.4% | +7,794.9% |
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