+386.2%
ISRG vs NLY
+81.8%
+304.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | +0.7% | -4.0% | +4.7% | +2.3% |
| 30D | -8.0% | -5.2% | -2.8% | -6.0% |
| 3M | -10.6% | +2.8% | -13.4% | -11.5% |
| 6M | -25.1% | +4.2% | -29.3% | -26.3% |
| YTD | -34.8% | +4.7% | -39.5% | -36.1% |
| 1Y | -19.0% | +12.7% | -31.8% | -23.1% |
| 3Y | +22.1% | +62.5% | -40.5% | -0.6% |
| 5Y | +8.2% | +26.3% | -18.1% | -4.6% |
| All | +386.2% | +81.8% | +304.3% | +285.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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