+23.4%
ISRG vs FTI
+295.6%
-272.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.6% | +5.3% | -6.9% | -2.4% |
| 30D | -2.3% | +15.3% | -17.6% | -4.6% |
| 3M | -12.4% | +15.8% | -28.2% | -15.1% |
| 6M | -26.8% | +22.6% | -49.4% | -30.2% |
| YTD | -35.3% | +79.5% | -114.8% | -43.4% |
| 1Y | -19.3% | +102.0% | -121.3% | -31.6% |
| All | +23.4% | +295.6% | -272.2% | -5.4% |
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