+370.1%
ISRG vs FIVN
+105.2%
+264.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.6% | +1.5% |
| 7D | -5.0% | -9.6% | +4.6% | -2.8% |
| 30D | -10.2% | -11.9% | +1.7% | -7.9% |
| 3M | -17.2% | +40.1% | -57.3% | -24.3% |
| 6M | -28.4% | +68.3% | -96.8% | -38.6% |
| YTD | -37.6% | +51.5% | -89.1% | -45.6% |
| 1Y | -24.4% | +15.1% | -39.6% | -30.0% |
| 3Y | +18.4% | -55.6% | +74.0% | +31.2% |
| 5Y | -1.0% | -82.4% | +81.5% | +30.8% |
| 10Y | +370.1% | +114.5% | +255.7% | +241.8% |
| All | +370.1% | +105.2% | +264.9% | +241.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 10y: compounded portfolio wealth divided by compounded FIVN 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…
10y analysis · Full analysis span regression · 6 months rolling