+176.4%
ISRG vs NET
+1,381.0%
-1,204.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -2.6% | +12.0% | +9.9% |
| 7D | +8.5% | -16.4% | +24.9% | +12.2% |
| 30D | +18.6% | -25.8% | +44.4% | +25.2% |
| 3M | +30.9% | -11.5% | +42.4% | +32.7% |
| 6M | +6.6% | +18.9% | -12.3% | -0.2% |
| YTD | -14.9% | +35.2% | -50.1% | -23.8% |
| 1Y | -10.5% | +14.5% | -25.0% | -17.1% |
| 3Y | +73.1% | +313.8% | -240.7% | +16.8% |
| 5Y | +32.7% | +32.6% | +0.1% | -0.3% |
| All | +176.4% | +1,381.0% | -1,204.6% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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