-3.0%
ISRG vs NEM
+152.5%
-155.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.4% |
| 7D | -5.2% | +3.9% | -9.0% | -5.7% |
| 30D | -7.6% | +12.7% | -20.3% | -9.4% |
| 3M | -16.4% | +28.7% | -45.0% | -19.9% |
| 6M | -28.6% | +9.8% | -38.3% | -30.2% |
| YTD | -38.2% | +28.1% | -66.3% | -41.4% |
| 1Y | -25.5% | +69.3% | -94.8% | -33.0% |
| 3Y | +17.4% | +247.7% | -230.2% | -8.4% |
| 5Y | -3.0% | +153.4% | -156.3% | -19.6% |
| All | -3.0% | +152.5% | -155.5% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling