+536.3%
ISRG vs FTV
+113.3%
+422.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.1% |
| 7D | +5.4% | +0.4% | +5.0% | +5.3% |
| 30D | +8.6% | +17.2% | -8.6% | -1.2% |
| 3M | +21.6% | +8.9% | +12.7% | +15.1% |
| 6M | +2.3% | +11.3% | -8.9% | -4.5% |
| YTD | -18.7% | +21.9% | -40.6% | -29.2% |
| 1Y | -17.8% | +31.6% | -49.3% | -31.9% |
| 3Y | +69.1% | +38.1% | +31.0% | +32.5% |
| 5Y | +26.5% | +15.7% | +10.8% | +9.1% |
| 10Y | +536.3% | +107.5% | +428.8% | +293.8% |
| All | +536.3% | +113.3% | +422.9% | +293.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling