+16,823.6%
ISRG vs FIS
+229.2%
+16,594.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.1% | -2.4% |
| 7D | +4.8% | -25.5% | +30.3% | +15.2% |
| 30D | +9.2% | -15.1% | +24.3% | +13.2% |
| 3M | +21.2% | -32.1% | +53.3% | +37.9% |
| 6M | +0.2% | -36.1% | +36.3% | +16.6% |
| YTD | -20.1% | -55.4% | +35.3% | +8.0% |
| 1Y | -17.3% | -53.9% | +36.5% | +10.0% |
| 3Y | +63.3% | -39.8% | +103.1% | +88.3% |
| 5Y | +24.1% | -71.1% | +95.2% | +88.3% |
| 10Y | +507.0% | -53.8% | +560.8% | +652.9% |
| All | +16,823.6% | +229.2% | +16,594.4% | +9,216.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling