+2.0%
ISRG vs NEE
+11.7%
-9.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -1.6% | +1.9% | -3.5% | -2.1% |
| 30D | -2.3% | -2.2% | -0.1% | -1.6% |
| 3M | -12.4% | -1.2% | -11.3% | -12.2% |
| 6M | -26.8% | -8.6% | -18.3% | -25.2% |
| YTD | -35.3% | +6.2% | -41.4% | -37.2% |
| 1Y | -19.3% | +21.1% | -40.4% | -25.6% |
| 3Y | +18.1% | +36.4% | -18.3% | +0.7% |
| All | +2.0% | +11.7% | -9.7% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling