+16,720.4%
ISRG vs FIS
+224.4%
+16,496.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +2.1% | -27.4% | +29.5% | +13.6% |
| 30D | +6.2% | -16.8% | +23.0% | +11.0% |
| 3M | +14.4% | -32.6% | +47.0% | +30.6% |
| 6M | 0.0% | -33.4% | +33.4% | +14.5% |
| YTD | -20.5% | -56.0% | +35.5% | +8.0% |
| 1Y | -21.9% | -55.1% | +33.2% | +5.1% |
| 3Y | +62.2% | -41.4% | +103.6% | +89.3% |
| 5Y | +25.2% | -72.7% | +97.8% | +94.9% |
| 10Y | +537.3% | -55.5% | +592.8% | +702.4% |
| All | +16,720.4% | +224.4% | +16,496.0% | +9,215.2% |
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 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