-25.5%
ISRG vs FTV
+19.1%
-44.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.8% | -4.3% |
| 7D | -5.2% | -0.4% | -4.8% | -5.1% |
| 30D | -7.6% | -8.3% | +0.8% | -5.1% |
| 3M | -16.4% | -7.4% | -9.0% | -14.2% |
| 6M | -28.6% | -1.2% | -27.4% | -27.8% |
| YTD | -38.2% | +2.7% | -40.9% | -37.7% |
| 1Y | -25.5% | +18.4% | -43.9% | -27.0% |
| All | -25.5% | +19.1% | -44.6% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling