+370.1%
ISRG vs NEE
+243.3%
+126.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.5% |
| 7D | -5.0% | -0.5% | -4.5% | -4.8% |
| 30D | -10.2% | -1.7% | -8.5% | -9.6% |
| 3M | -17.2% | -1.8% | -15.4% | -16.7% |
| 6M | -28.4% | -8.8% | -19.6% | -26.2% |
| YTD | -37.6% | +5.2% | -42.8% | -39.9% |
| 1Y | -24.4% | +21.3% | -45.8% | -32.1% |
| 3Y | +18.4% | +35.2% | -16.7% | -4.2% |
| 5Y | -1.0% | +10.1% | -11.1% | -10.8% |
| 10Y | +370.1% | +253.2% | +116.9% | +147.2% |
| All | +370.1% | +243.3% | +126.8% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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