+55.7%
ISRG vs FITB
+141.3%
-85.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -6.1% | +0.8% | -7.0% | -6.3% |
| 30D | +4.2% | +7.3% | -3.1% | +2.1% |
| 3M | +9.6% | -6.3% | +15.9% | +11.7% |
| 6M | +1.9% | +12.6% | -10.7% | -1.6% |
| YTD | -22.3% | +18.0% | -40.3% | -26.4% |
| 1Y | -23.2% | +28.9% | -52.1% | -29.3% |
| All | +55.7% | +141.3% | -85.6% | +27.9% |
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