+2.0%
ISRG vs FIVE
+31.2%
-29.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.9% | -2.0% |
| 7D | -1.6% | +4.3% | -5.8% | -2.6% |
| 30D | -2.3% | +12.5% | -14.8% | -5.1% |
| 3M | -12.4% | +31.2% | -43.7% | -18.3% |
| 6M | -26.8% | +14.4% | -41.2% | -29.9% |
| YTD | -35.3% | +33.9% | -69.1% | -40.4% |
| 1Y | -19.3% | +65.1% | -84.4% | -29.7% |
| 3Y | +18.1% | +49.0% | -30.8% | +0.8% |
| All | +2.0% | +31.2% | -29.2% | -13.1% |
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 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