-1.0%
ISRG vs NRG
+190.8%
-191.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.4% | +1.8% |
| 7D | -5.0% | +3.9% | -8.9% | -6.0% |
| 30D | -10.2% | -3.0% | -7.2% | -9.8% |
| 3M | -17.2% | -10.9% | -6.3% | -15.8% |
| 6M | -28.4% | -25.3% | -3.2% | -24.4% |
| YTD | -37.6% | -26.8% | -10.8% | -34.2% |
| 1Y | -24.4% | -23.3% | -1.2% | -22.2% |
| 3Y | +18.4% | +208.6% | -190.2% | -29.4% |
| 5Y | -1.0% | +194.1% | -195.1% | -38.0% |
| All | -1.0% | +190.8% | -191.8% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling