+705.4%
ISRG vs FTAI
+2,518.4%
-1,813.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.4% |
| 7D | -6.8% | +6.7% | -13.4% | -8.0% |
| 30D | +5.1% | +15.7% | -10.6% | +1.4% |
| 3M | +12.0% | -14.9% | +26.9% | +13.6% |
| 6M | +7.0% | -31.4% | +38.4% | +11.8% |
| YTD | -20.6% | -2.1% | -18.5% | -23.8% |
| 1Y | -21.4% | +23.6% | -45.1% | -28.3% |
| 3Y | +62.0% | +383.8% | -321.8% | +0.9% |
| 5Y | +28.1% | +913.3% | -885.1% | -34.4% |
| 10Y | +550.7% | +2,831.2% | -2,280.5% | +166.2% |
| All | +705.4% | +2,518.4% | -1,813.0% | +235.3% |
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