+69.0%
ISRG vs FIVE
+35.4%
+33.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.4% | -2.2% |
| 7D | +4.4% | -1.7% | +6.1% | +4.7% |
| 30D | +15.8% | +14.9% | +0.8% | +13.5% |
| 3M | +24.9% | +7.6% | +17.2% | +23.3% |
| 6M | +3.8% | +6.4% | -2.6% | +2.3% |
| YTD | -17.3% | +28.1% | -45.4% | -20.8% |
| 1Y | -14.6% | +54.7% | -69.3% | -20.6% |
| All | +69.0% | +35.4% | +33.6% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling