+69.1%
ISRG vs FTI
+210.5%
-141.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | +5.4% | -4.3% | +9.7% | +6.0% |
| 30D | +8.6% | -8.0% | +16.7% | +9.7% |
| 3M | +21.6% | -8.0% | +29.6% | +22.5% |
| 6M | +2.3% | -8.7% | +11.0% | +2.7% |
| YTD | -18.7% | +43.9% | -62.6% | -27.3% |
| 1Y | -17.8% | +49.8% | -67.6% | -27.2% |
| 3Y | +69.1% | +211.7% | -142.6% | +31.7% |
| All | +69.1% | +210.5% | -141.4% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling