+711.2%
ISRG vs FTAI
+2,364.0%
-1,652.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +11.0% | -14.3% | -5.2% |
| 7D | +4.8% | -3.7% | +8.6% | +4.9% |
| 30D | +9.2% | +3.1% | +6.1% | +7.6% |
| 3M | +21.2% | -18.3% | +39.5% | +23.8% |
| 6M | +0.2% | -36.6% | +36.9% | +6.2% |
| YTD | -20.1% | -7.9% | -12.1% | -22.4% |
| 1Y | -17.3% | +12.0% | -29.3% | -23.1% |
| 3Y | +63.3% | +361.5% | -298.2% | +2.6% |
| 5Y | +24.1% | +819.9% | -795.8% | -35.3% |
| 10Y | +507.0% | +2,737.4% | -2,230.5% | +150.6% |
| All | +711.2% | +2,364.0% | -1,652.8% | +241.6% |
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