+17.4%
ISRG vs FISV
-58.7%
+76.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.0% | -0.5% | -3.7% |
| 7D | -5.2% | -1.6% | -3.6% | -4.8% |
| 30D | -7.6% | -3.0% | -4.6% | -7.0% |
| 3M | -16.4% | -3.5% | -12.8% | -16.0% |
| 6M | -28.6% | -19.4% | -9.2% | -26.0% |
| YTD | -38.2% | -24.3% | -13.9% | -35.3% |
| 1Y | -25.5% | -62.4% | +36.9% | -13.8% |
| 3Y | +17.4% | -58.2% | +75.6% | +13.3% |
| All | +17.4% | -58.7% | +76.2% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling