+506.4%
ISRG vs FIVE
+868.1%
-361.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.9% | -1.9% |
| 7D | -1.6% | +4.3% | -5.8% | -2.5% |
| 30D | -2.3% | +12.5% | -14.8% | -4.9% |
| 3M | -12.4% | +31.2% | -43.7% | -17.9% |
| 6M | -26.8% | +14.4% | -41.2% | -29.7% |
| YTD | -35.3% | +33.9% | -69.1% | -40.0% |
| 1Y | -19.3% | +65.1% | -84.4% | -28.9% |
| 3Y | +18.1% | +49.0% | -30.8% | +0.5% |
| 5Y | +2.6% | +30.3% | -27.7% | -12.4% |
| 10Y | +379.4% | +481.1% | -101.7% | +216.2% |
| All | +506.4% | +868.1% | -361.7% | +281.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling