+59.3%
ISRG vs FISV
-47.8%
+107.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +2.1% | +8.4% | -6.3% | +0.5% |
| 30D | +6.2% | +38.8% | -32.6% | -0.5% |
| 3M | +14.4% | +21.3% | -6.9% | +9.9% |
| 6M | 0.0% | +14.1% | -14.1% | -3.2% |
| YTD | -20.5% | -5.7% | -14.8% | -20.8% |
| 1Y | -21.9% | -0.8% | -21.1% | -22.8% |
| All | +59.3% | -47.8% | +107.1% | +66.9% |
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