+25.5%
ISRG vs FITB
+48.6%
-23.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -2.0% | +2.8% | -4.8% | -2.9% |
| 30D | +5.6% | +9.8% | -4.2% | +2.3% |
| 3M | +10.5% | -5.2% | +15.7% | +12.4% |
| 6M | +2.6% | +17.3% | -14.7% | -2.9% |
| YTD | -21.7% | +19.3% | -41.0% | -26.7% |
| 1Y | -21.6% | +32.7% | -54.3% | -29.4% |
| 3Y | +57.0% | +141.6% | -84.6% | +11.7% |
| All | +25.5% | +48.6% | -23.2% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling