+374.7%
ISRG vs NRG
+1,065.0%
-690.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.2% | +5.3% | +2.9% |
| 7D | -2.5% | -0.2% | -2.4% | -2.6% |
| 30D | -10.2% | -6.8% | -3.4% | -8.7% |
| 3M | -12.5% | -7.1% | -5.4% | -11.9% |
| 6M | -25.8% | -27.6% | +1.8% | -20.6% |
| YTD | -36.4% | -29.2% | -7.2% | -31.9% |
| 1Y | -19.9% | -29.9% | +10.0% | -14.8% |
| 3Y | +20.9% | +198.7% | -177.8% | -23.1% |
| 5Y | +5.7% | +192.9% | -187.2% | -33.6% |
| All | +374.7% | +1,065.0% | -690.3% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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