+537.3%
ISRG vs NSC
+301.1%
+236.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.6% |
| 7D | +2.1% | -3.4% | +5.5% | +3.9% |
| 30D | +6.2% | +3.6% | +2.5% | +4.2% |
| 3M | +14.4% | -1.4% | +15.8% | +14.9% |
| 6M | 0.0% | +6.0% | -6.0% | -3.8% |
| YTD | -20.5% | +15.5% | -36.0% | -27.4% |
| 1Y | -21.9% | +16.2% | -38.1% | -28.9% |
| 3Y | +62.2% | +76.9% | -14.8% | +13.5% |
| 5Y | +25.2% | +29.3% | -4.1% | +3.7% |
| 10Y | +537.3% | +298.3% | +239.0% | +224.0% |
| All | +537.3% | +301.1% | +236.2% | +224.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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