+17,983.8%
ISRG vs NEM
+711.9%
+17,272.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.9% |
| 3M | -12.4% | +18.5% | -30.9% | -14.6% |
| 6M | -26.8% | +7.8% | -34.6% | -28.0% |
| YTD | -35.3% | +29.1% | -64.4% | -37.9% |
| 1Y | -19.3% | +72.7% | -92.0% | -25.6% |
| 3Y | +18.1% | +248.7% | -230.6% | -1.4% |
| 5Y | +2.6% | +148.7% | -146.0% | -11.8% |
| 10Y | +379.4% | +304.8% | +74.7% | +283.3% |
| All | +17,983.8% | +711.9% | +17,272.0% | +15,834.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling