+370.1%
ISRG vs NSC
+324.0%
+46.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.6% |
| 7D | -5.0% | -2.0% | -3.0% | -4.0% |
| 30D | -10.2% | -3.2% | -7.0% | -8.8% |
| 3M | -17.2% | +3.9% | -21.1% | -19.2% |
| 6M | -28.4% | +7.8% | -36.2% | -31.9% |
| YTD | -37.6% | +13.4% | -51.0% | -42.3% |
| 1Y | -24.4% | +20.3% | -44.8% | -32.3% |
| 3Y | +18.4% | +76.1% | -57.6% | -16.7% |
| 5Y | -1.0% | +45.0% | -46.0% | -22.7% |
| 10Y | +370.1% | +335.7% | +34.4% | +134.2% |
| All | +370.1% | +324.0% | +46.1% | +134.2% |
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