+536.3%
ISRG vs FIS
-54.6%
+590.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.3% |
| 7D | +5.4% | -29.4% | +34.8% | +18.7% |
| 30D | +8.6% | -16.7% | +25.4% | +13.0% |
| 3M | +21.6% | -33.0% | +54.6% | +39.4% |
| 6M | +2.3% | -33.3% | +35.7% | +17.3% |
| YTD | -18.7% | -56.0% | +37.3% | +12.3% |
| 1Y | -17.8% | -54.6% | +36.8% | +11.8% |
| 3Y | +69.1% | -40.6% | +109.7% | +94.5% |
| 5Y | +26.5% | -71.9% | +98.4% | +108.0% |
| 10Y | +536.3% | -55.3% | +591.6% | +719.3% |
| All | +536.3% | -54.6% | +590.9% | +719.3% |
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