+700.3%
ISRG vs FIVN
+253.1%
+447.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | -6.8% | -22.8% | +16.0% | -2.3% |
| 30D | +5.1% | -21.3% | +26.4% | +9.5% |
| 3M | +12.0% | -14.0% | +26.0% | +14.1% |
| 6M | +7.0% | +31.1% | -24.1% | -0.7% |
| YTD | -20.6% | +40.0% | -60.6% | -28.7% |
| 1Y | -21.4% | +38.1% | -59.5% | -29.4% |
| 3Y | +62.0% | -55.7% | +117.7% | +74.6% |
| 5Y | +28.1% | -82.5% | +110.7% | +57.8% |
| 10Y | +550.7% | +92.4% | +458.3% | +466.0% |
| All | +700.3% | +253.1% | +447.2% | +550.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling