+370.1%
ISRG vs FTV
+78.2%
+291.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.6% |
| 7D | -5.0% | -1.3% | -3.7% | -4.3% |
| 30D | -10.2% | -9.5% | -0.7% | -4.8% |
| 3M | -17.2% | -10.9% | -6.3% | -11.5% |
| 6M | -28.4% | -0.6% | -27.8% | -28.6% |
| YTD | -37.6% | +1.4% | -39.1% | -39.2% |
| 1Y | -24.4% | +17.6% | -42.1% | -33.2% |
| 3Y | +18.4% | -3.3% | +21.7% | +15.8% |
| 5Y | -1.0% | -0.1% | -0.8% | -6.5% |
| 10Y | +370.1% | +82.5% | +287.6% | +231.6% |
| All | +370.1% | +78.2% | +291.9% | +231.6% |
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