+63.3%
ISRG vs FITB
+123.2%
-59.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.4% |
| 3M | +21.2% | -6.1% | +27.3% | +23.4% |
| 6M | +0.2% | +5.9% | -5.7% | -1.4% |
| YTD | -20.1% | +16.1% | -36.2% | -23.9% |
| 1Y | -17.3% | +28.8% | -46.2% | -23.9% |
| 3Y | +63.3% | +126.0% | -62.7% | +30.9% |
| All | +63.3% | +123.2% | -59.9% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling