+536.3%
ISRG vs FIVE
+596.6%
-60.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.6% | -3.9% | +0.3% |
| 7D | +5.4% | +6.2% | -0.8% | +3.9% |
| 30D | +8.6% | +18.2% | -9.5% | +4.2% |
| 3M | +21.6% | +3.8% | +17.7% | +20.0% |
| 6M | +2.3% | +13.7% | -11.4% | -2.1% |
| YTD | -18.7% | +34.7% | -53.4% | -25.9% |
| 1Y | -17.8% | +66.6% | -84.4% | -29.1% |
| 3Y | +69.1% | +44.3% | +24.8% | +41.4% |
| 5Y | +26.5% | +18.8% | +7.7% | +8.0% |
| 10Y | +536.3% | +569.2% | -32.9% | +322.3% |
| All | +536.3% | +596.6% | -60.3% | +322.3% |
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