+550.7%
ISRG vs FITB
+226.2%
+324.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -6.8% | -0.6% | -6.2% | -6.6% |
| 30D | +5.1% | +7.0% | -1.9% | +2.8% |
| 3M | +12.0% | -4.8% | +16.8% | +13.7% |
| 6M | +7.0% | +13.5% | -6.5% | +2.5% |
| YTD | -20.6% | +19.1% | -39.7% | -25.6% |
| 1Y | -21.4% | +30.8% | -52.2% | -28.7% |
| 3Y | +62.0% | +141.6% | -79.6% | +17.6% |
| 5Y | +28.1% | +48.3% | -20.1% | +7.0% |
| 10Y | +550.7% | +215.9% | +334.8% | +291.5% |
| All | +550.7% | +226.2% | +324.5% | +291.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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