+539.2%
ISRG vs NEE
+289.4%
+249.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.0% | -2.1% | +0.1% | -1.2% |
| 30D | +5.6% | +8.6% | -3.1% | +2.1% |
| 3M | +10.5% | -0.3% | +10.8% | +10.6% |
| 6M | +2.6% | -8.9% | +11.5% | +6.3% |
| YTD | -21.7% | +8.3% | -30.0% | -25.4% |
| 1Y | -21.6% | +4.3% | -25.8% | -24.1% |
| 3Y | +57.0% | +70.7% | -13.7% | +13.4% |
| 5Y | +25.0% | +12.8% | +12.2% | +11.7% |
| All | +539.2% | +289.4% | +249.8% | +265.5% |
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