+26.5%
ISRG vs FIVE
+19.1%
+7.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.6% | -3.9% | +0.4% |
| 7D | +5.4% | +6.2% | -0.8% | +4.0% |
| 30D | +8.6% | +18.2% | -9.5% | +4.6% |
| 3M | +21.6% | +3.8% | +17.7% | +20.1% |
| 6M | +2.3% | +13.7% | -11.4% | -1.7% |
| YTD | -18.7% | +34.7% | -53.4% | -25.4% |
| 1Y | -17.8% | +66.6% | -84.4% | -28.4% |
| 3Y | +69.1% | +44.3% | +24.8% | +46.3% |
| 5Y | +26.5% | +18.8% | +7.7% | +15.6% |
| All | +26.5% | +19.1% | +7.3% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling