+370.1%
ISRG vs NEM
+299.2%
+70.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -5.0% | +3.1% | -8.1% | -5.5% |
| 30D | -10.2% | +10.0% | -20.2% | -11.8% |
| 3M | -17.2% | +30.9% | -48.1% | -21.1% |
| 6M | -28.4% | +10.5% | -39.0% | -30.2% |
| YTD | -37.6% | +29.7% | -67.4% | -41.1% |
| 1Y | -24.4% | +71.1% | -95.6% | -32.4% |
| 3Y | +18.4% | +252.1% | -233.6% | -8.5% |
| 5Y | -1.0% | +157.7% | -158.7% | -20.5% |
| 10Y | +370.1% | +319.4% | +50.8% | +253.0% |
| All | +370.1% | +299.2% | +70.9% | +253.0% |
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