+22,229.9%
ISRG vs NEE
+3,157.0%
+19,072.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.7% |
| 7D | +4.8% | +3.9% | +0.9% | +3.2% |
| 30D | +9.2% | +12.8% | -3.6% | +3.6% |
| 3M | +21.2% | +3.6% | +17.6% | +19.2% |
| 6M | +0.2% | -7.5% | +7.7% | +3.2% |
| YTD | -20.1% | +10.7% | -30.7% | -24.7% |
| 1Y | -17.3% | +9.1% | -26.4% | -21.7% |
| 3Y | +63.3% | +61.0% | +2.3% | +23.1% |
| 5Y | +24.1% | +16.3% | +7.8% | +8.0% |
| 10Y | +507.0% | +264.6% | +242.3% | +200.9% |
| All | +22,229.9% | +3,157.0% | +19,072.9% | +3,770.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling