+2.0%
ISRG vs FIS
-62.1%
+64.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -1.6% | +1.1% | -2.7% | -2.0% |
| 30D | -2.3% | -2.2% | 0.0% | -1.7% |
| 3M | -12.4% | +2.1% | -14.6% | -13.2% |
| 6M | -26.8% | -14.7% | -12.2% | -23.5% |
| YTD | -35.3% | -35.7% | +0.4% | -26.1% |
| 1Y | -19.3% | -37.1% | +17.7% | -7.5% |
| 3Y | +18.1% | -20.0% | +38.1% | +23.7% |
| All | +2.0% | -62.1% | +64.2% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling