+17,983.8%
ISRG vs FITB
+185.1%
+17,798.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | -2.3% | -4.7% | +2.5% | -1.2% |
| 3M | -12.4% | +6.7% | -19.1% | -13.7% |
| 6M | -26.8% | +12.6% | -39.4% | -28.9% |
| YTD | -35.3% | +19.1% | -54.4% | -38.0% |
| 1Y | -19.3% | +22.6% | -42.0% | -23.4% |
| 3Y | +18.1% | +127.1% | -109.0% | -3.3% |
| 5Y | +2.6% | +71.8% | -69.2% | -11.9% |
| 10Y | +379.4% | +287.2% | +92.3% | +227.5% |
| All | +17,983.8% | +185.1% | +17,798.7% | +17,650.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling