+25.2%
ISRG vs NI
+111.5%
-86.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | +2.1% | +1.5% | +0.6% | +1.6% |
| 30D | +6.2% | +11.9% | -5.7% | +1.6% |
| 3M | +14.4% | +9.1% | +5.3% | +10.4% |
| 6M | 0.0% | -1.8% | +1.7% | +0.5% |
| YTD | -20.5% | +11.4% | -31.9% | -24.8% |
| 1Y | -21.9% | +6.4% | -28.3% | -24.5% |
| 3Y | +62.2% | +98.2% | -36.1% | +17.4% |
| 5Y | +25.2% | +110.1% | -84.9% | -12.6% |
| All | +25.2% | +111.5% | -86.3% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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