+533.8%
ISRG vs FIVE
+505.3%
+28.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.8% |
| 7D | -6.1% | +2.4% | -8.6% | -6.7% |
| 30D | +4.2% | +15.8% | -11.6% | +0.5% |
| 3M | +9.6% | +3.8% | +5.8% | +8.2% |
| 6M | +1.9% | +18.5% | -16.7% | -3.6% |
| YTD | -22.3% | +31.2% | -53.5% | -28.8% |
| 1Y | -23.2% | +61.8% | -85.0% | -33.3% |
| 3Y | +58.5% | +39.9% | +18.6% | +33.6% |
| 5Y | +23.9% | +18.3% | +5.6% | +5.8% |
| All | +533.8% | +505.3% | +28.5% | +312.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling