+110.3%
ISRG vs NET
+1,449.6%
-1,339.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.5% |
| 7D | -1.6% | -7.0% | +5.4% | -0.2% |
| 30D | -2.3% | -4.8% | +2.5% | -1.6% |
| 3M | -12.4% | +3.8% | -16.3% | -13.9% |
| 6M | -26.8% | +50.0% | -76.9% | -34.9% |
| YTD | -35.3% | +41.5% | -76.7% | -42.1% |
| 1Y | -19.3% | +32.8% | -52.2% | -27.4% |
| 3Y | +18.1% | +335.9% | -317.7% | -20.9% |
| 5Y | +2.6% | +113.8% | -111.2% | -29.8% |
| All | +110.3% | +1,449.6% | -1,339.3% | -11.7% |
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