-19.9%
ISRG vs NEM
+64.6%
-84.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +2.3% |
| 7D | -2.5% | -3.3% | +0.8% | -2.1% |
| 30D | -10.2% | +7.8% | -18.0% | -11.2% |
| 3M | -12.5% | +36.3% | -48.8% | -16.2% |
| 6M | -25.8% | +6.6% | -32.4% | -27.1% |
| YTD | -36.4% | +27.1% | -63.5% | -38.9% |
| 1Y | -19.9% | +62.3% | -82.2% | -29.5% |
| All | -19.9% | +64.6% | -84.5% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling