-19.9%
ISRG vs FTI
+89.8%
-109.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.2% |
| 7D | -2.5% | -5.6% | +3.1% | -2.3% |
| 30D | -10.2% | +0.4% | -10.6% | -10.2% |
| 3M | -12.5% | +8.1% | -20.6% | -13.3% |
| 6M | -25.8% | +16.7% | -42.5% | -28.5% |
| YTD | -36.4% | +70.0% | -106.3% | -46.0% |
| 1Y | -19.9% | +85.4% | -105.3% | -41.2% |
| All | -19.9% | +89.8% | -109.7% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling