+356.0%
ISRG vs FIS
-40.5%
+396.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.9% | +1.4% | -1.8% |
| 7D | -5.2% | -3.5% | -1.7% | -3.6% |
| 30D | -7.6% | -7.8% | +0.3% | -4.2% |
| 3M | -16.4% | +0.8% | -17.2% | -16.9% |
| 6M | -28.6% | -21.9% | -6.7% | -20.6% |
| YTD | -38.2% | -39.5% | +1.3% | -22.8% |
| 1Y | -25.5% | -41.0% | +15.5% | -6.2% |
| 3Y | +17.4% | -23.6% | +41.0% | +26.1% |
| 5Y | -3.0% | -65.6% | +62.7% | +54.8% |
| 10Y | +356.0% | -40.2% | +396.2% | +441.8% |
| All | +356.0% | -40.5% | +396.5% | +441.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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