-19.0%
ISRG vs NRG
-28.9%
+9.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.3% |
| 7D | +0.7% | -4.7% | +5.3% | +1.0% |
| 30D | -8.0% | -6.0% | -2.0% | -7.6% |
| 3M | -10.6% | -8.0% | -2.6% | -10.4% |
| 6M | -25.1% | -23.2% | -1.9% | -24.0% |
| YTD | -34.8% | -28.1% | -6.8% | -33.7% |
| 1Y | -19.0% | -27.3% | +8.2% | -17.5% |
| All | -19.0% | -28.9% | +9.8% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling