+527.3%
ISRG vs FTAI
+2,588.5%
-2,061.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | -5.2% | +3.9% | -9.1% | -5.9% |
| 30D | -7.6% | -8.8% | +1.3% | -6.2% |
| 3M | -16.4% | -14.5% | -1.9% | -14.8% |
| 6M | -28.6% | -24.0% | -4.5% | -26.6% |
| YTD | -38.2% | +0.5% | -38.7% | -40.2% |
| 1Y | -25.5% | +19.1% | -44.6% | -30.9% |
| 3Y | +17.4% | +460.7% | -443.3% | -28.4% |
| 5Y | -3.0% | +947.3% | -950.3% | -50.1% |
| 10Y | +356.0% | +3,244.4% | -2,888.4% | +86.7% |
| All | +527.3% | +2,588.5% | -2,061.1% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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