+2.0%
ISRG vs FITB
+71.5%
-69.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | -2.3% | -4.7% | +2.5% | -0.7% |
| 3M | -12.4% | +6.7% | -19.1% | -14.3% |
| 6M | -26.8% | +12.6% | -39.4% | -29.8% |
| YTD | -35.3% | +19.1% | -54.4% | -39.2% |
| 1Y | -19.3% | +22.6% | -42.0% | -25.3% |
| 3Y | +18.1% | +127.1% | -109.0% | -13.3% |
| All | +2.0% | +71.5% | -69.5% | -16.5% |
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 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