+14,833.5%
ISRG vs FTI
+2,165.1%
+12,668.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.6% | +5.3% | -6.9% | -2.9% |
| 30D | -2.3% | +15.3% | -17.6% | -5.9% |
| 3M | -12.4% | +15.8% | -28.2% | -16.3% |
| 6M | -26.8% | +22.6% | -49.4% | -31.4% |
| YTD | -35.3% | +79.5% | -114.8% | -45.3% |
| 1Y | -19.3% | +102.0% | -121.3% | -34.1% |
| 3Y | +18.1% | +315.8% | -297.7% | -22.7% |
| 5Y | +2.6% | +1,129.5% | -1,126.9% | -53.1% |
| 10Y | +379.4% | +320.9% | +58.5% | +150.5% |
| All | +14,833.5% | +2,165.1% | +12,668.4% | +3,216.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling