+552.9%
ISRG vs FIVN
+318.5%
+234.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.4% |
| 7D | -1.6% | -2.3% | +0.7% | -1.2% |
| 30D | -2.3% | +12.4% | -14.7% | -5.0% |
| 3M | -12.4% | +36.0% | -48.5% | -18.4% |
| 6M | -26.8% | +86.0% | -112.8% | -36.9% |
| YTD | -35.3% | +65.9% | -101.2% | -43.2% |
| 1Y | -19.3% | +26.5% | -45.8% | -25.7% |
| 3Y | +18.1% | -54.2% | +72.4% | +27.5% |
| 5Y | +2.6% | -80.5% | +83.1% | +24.2% |
| 10Y | +379.4% | +109.6% | +269.8% | +308.9% |
| All | +552.9% | +318.5% | +234.4% | +418.0% |
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