+63.3%
ISRG vs FIVE
+34.8%
+28.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | +4.8% | -0.3% | +5.1% | +4.9% |
| 30D | +9.2% | +17.7% | -8.4% | +6.8% |
| 3M | +21.2% | +4.0% | +17.2% | +20.2% |
| 6M | +0.2% | +2.6% | -2.4% | -0.6% |
| YTD | -20.1% | +27.6% | -47.6% | -23.5% |
| 1Y | -17.3% | +59.9% | -77.3% | -23.6% |
| 3Y | +63.3% | +35.8% | +27.5% | +42.1% |
| All | +63.3% | +34.8% | +28.5% | +42.1% |
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