+500.7%
ISRG vs FITB
+247.4%
+253.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.1% |
| 7D | +4.8% | -1.5% | +6.4% | +5.4% |
| 30D | +9.2% | +5.8% | +3.4% | +7.3% |
| 3M | +21.2% | -6.1% | +27.3% | +23.5% |
| 6M | +0.2% | +5.9% | -5.7% | -1.8% |
| YTD | -20.1% | +16.1% | -36.2% | -24.3% |
| 1Y | -17.3% | +28.8% | -46.2% | -24.5% |
| 3Y | +63.3% | +126.0% | -62.7% | +21.8% |
| 5Y | +24.1% | +45.3% | -21.2% | +4.6% |
| All | +500.7% | +247.4% | +253.3% | +302.1% |
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