+537.3%
ISRG vs NEM
+316.2%
+221.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.6% |
| 7D | +2.1% | +11.6% | -9.5% | +0.3% |
| 30D | +6.2% | +1.8% | +4.4% | +5.7% |
| 3M | +14.4% | +2.5% | +11.9% | +13.4% |
| 6M | 0.0% | +3.4% | -3.4% | -1.4% |
| YTD | -20.5% | +20.9% | -41.5% | -24.4% |
| 1Y | -21.9% | +37.2% | -59.1% | -27.4% |
| 3Y | +62.2% | +271.6% | -209.4% | +22.9% |
| 5Y | +25.2% | +136.6% | -111.5% | +1.2% |
| 10Y | +537.3% | +342.6% | +194.7% | +374.5% |
| All | +537.3% | +316.2% | +221.1% | +374.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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