+513.1%
ISRG vs FTV
+119.0%
+394.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | +4.8% | +0.2% | +4.6% | +4.8% |
| 30D | +9.2% | +15.7% | -6.4% | +0.4% |
| 3M | +21.2% | +7.5% | +13.6% | +15.7% |
| 6M | +0.2% | +8.5% | -8.2% | -4.9% |
| YTD | -20.1% | +18.8% | -38.8% | -29.1% |
| 1Y | -17.3% | +28.5% | -45.9% | -30.2% |
| 3Y | +63.3% | +34.0% | +29.3% | +31.2% |
| 5Y | +24.1% | +12.6% | +11.5% | +9.2% |
| 10Y | +507.0% | +111.4% | +395.5% | +305.9% |
| All | +513.1% | +119.0% | +394.1% | +313.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling