+539.2%
ISRG vs NEM
+363.4%
+175.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -2.0% | -6.4% | +4.4% | -0.9% |
| 30D | +5.6% | +1.4% | +4.1% | +5.2% |
| 3M | +10.5% | -0.7% | +11.3% | +10.2% |
| 6M | +2.6% | -4.5% | +7.1% | +2.6% |
| YTD | -21.7% | +14.0% | -35.7% | -24.7% |
| 1Y | -21.6% | +27.3% | -48.8% | -26.2% |
| 3Y | +57.0% | +250.5% | -193.5% | +20.3% |
| 5Y | +25.0% | +121.1% | -96.1% | +2.3% |
| All | +539.2% | +363.4% | +175.7% | +383.5% |
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