+23.4%
ISRG vs NEM
+254.1%
-230.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.6% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | -2.3% | +23.1% | -25.3% | -5.3% |
| 3M | -12.4% | +18.5% | -30.9% | -14.9% |
| 6M | -26.8% | +7.8% | -34.6% | -28.2% |
| YTD | -35.3% | +29.1% | -64.4% | -38.4% |
| 1Y | -19.3% | +72.7% | -92.0% | -27.0% |
| All | +23.4% | +254.1% | -230.7% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling