+27,774.2%
ISRG vs FLUT
+1,658.1%
+26,116.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.8% | -3.2% |
| 7D | +4.8% | -1.1% | +5.9% | +4.9% |
| 30D | +9.2% | +7.7% | +1.5% | +8.4% |
| 3M | +21.2% | -12.2% | +33.3% | +22.2% |
| 6M | +0.2% | -17.6% | +17.8% | +1.5% |
| YTD | -20.1% | -62.0% | +42.0% | -13.9% |
| 1Y | -17.3% | -62.3% | +44.9% | -11.0% |
| 3Y | +63.3% | -52.0% | +115.3% | +72.0% |
| 5Y | +24.1% | -51.8% | +75.8% | +28.7% |
| 10Y | +507.0% | -26.3% | +533.3% | +509.1% |
| All | +27,774.2% | +1,658.1% | +26,116.0% | +25,743.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling