+644.3%
ISRG vs FIVE
+873.2%
-228.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +2.1% | +7.3% | -5.2% | +0.6% |
| 30D | +6.2% | +18.1% | -11.9% | +2.5% |
| 3M | +14.4% | +7.7% | +6.7% | +12.3% |
| 6M | 0.0% | +13.6% | -13.6% | -3.7% |
| YTD | -20.5% | +34.6% | -55.1% | -26.5% |
| 1Y | -21.9% | +66.2% | -88.1% | -31.1% |
| 3Y | +62.2% | +43.5% | +18.7% | +39.1% |
| 5Y | +25.2% | +20.7% | +4.5% | +8.6% |
| 10Y | +537.3% | +541.5% | -4.1% | +315.7% |
| All | +644.3% | +873.2% | -228.9% | +366.4% |
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