+500.7%
ISRG vs FIVE
+563.4%
-62.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | +4.8% | -0.3% | +5.1% | +5.0% |
| 30D | +9.2% | +17.7% | -8.4% | +4.9% |
| 3M | +21.2% | +4.0% | +17.2% | +19.5% |
| 6M | +0.2% | +2.6% | -2.4% | -1.6% |
| YTD | -20.1% | +27.6% | -47.6% | -26.1% |
| 1Y | -17.3% | +59.9% | -77.3% | -28.0% |
| 3Y | +63.3% | +35.8% | +27.5% | +38.8% |
| 5Y | +24.1% | +14.4% | +9.6% | +6.9% |
| All | +500.7% | +563.4% | -62.8% | +309.8% |
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