+28.1%
ISRG vs FISV
-36.2%
+64.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -6.8% | +3.0% | -9.7% | -7.6% |
| 30D | +5.1% | +38.8% | -33.6% | -5.1% |
| 3M | +12.0% | +21.2% | -9.2% | +5.2% |
| 6M | +7.0% | +17.5% | -10.5% | +0.8% |
| YTD | -20.6% | -4.9% | -15.8% | -20.6% |
| 1Y | -21.4% | -0.6% | -20.9% | -22.6% |
| 3Y | +62.0% | -47.4% | +109.4% | +57.9% |
| 5Y | +28.1% | -36.0% | +64.2% | +5.4% |
| All | +28.1% | -36.2% | +64.4% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling