+370.1%
ISRG vs FISV
-4.3%
+374.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +2.8% |
| 7D | -5.0% | -6.4% | +1.4% | -2.3% |
| 30D | -10.2% | -6.8% | -3.4% | -7.6% |
| 3M | -17.2% | -10.0% | -7.2% | -14.0% |
| 6M | -28.4% | -20.6% | -7.8% | -22.0% |
| YTD | -37.6% | -27.6% | -10.1% | -29.5% |
| 1Y | -24.4% | -64.3% | +39.9% | +9.5% |
| 3Y | +18.4% | -60.0% | +78.4% | +45.8% |
| 5Y | -1.0% | -57.7% | +56.7% | +14.6% |
| 10Y | +370.1% | -3.0% | +373.1% | +231.5% |
| All | +370.1% | -4.3% | +374.4% | +231.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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