+537.3%
ISRG vs FIVN
+99.4%
+438.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.4% |
| 7D | +2.1% | -22.4% | +24.5% | +7.7% |
| 30D | +6.2% | -23.8% | +29.9% | +12.1% |
| 3M | +14.4% | -19.5% | +33.9% | +18.5% |
| 6M | 0.0% | +25.6% | -25.6% | -7.7% |
| YTD | -20.5% | +38.4% | -58.9% | -30.0% |
| 1Y | -21.9% | +33.7% | -55.6% | -30.8% |
| 3Y | +62.2% | -56.2% | +118.4% | +78.5% |
| 5Y | +25.2% | -82.9% | +108.1% | +65.3% |
| 10Y | +537.3% | +103.6% | +433.7% | +375.4% |
| All | +537.3% | +99.4% | +438.0% | +375.4% |
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