+59.1%
ISRG vs FLUT
-43.0%
+102.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.9% |
| 7D | -6.8% | +4.5% | -11.3% | -7.6% |
| 30D | +5.1% | +9.2% | -4.1% | +2.9% |
| 3M | +12.0% | -13.7% | +25.7% | +14.9% |
| 6M | +7.0% | -9.0% | +16.0% | +7.8% |
| YTD | -20.6% | -60.2% | +39.6% | -3.0% |
| 1Y | -21.4% | -63.1% | +41.7% | -2.6% |
| All | +59.1% | -43.0% | +102.1% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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