+539.2%
ISRG vs NSC
+296.2%
+242.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.6% |
| 7D | -2.0% | +2.5% | -4.5% | -3.3% |
| 30D | +5.6% | +1.7% | +3.9% | +4.6% |
| 3M | +10.5% | -2.6% | +13.1% | +11.7% |
| 6M | +2.6% | +6.4% | -3.8% | -1.6% |
| YTD | -21.7% | +15.5% | -37.2% | -28.5% |
| 1Y | -21.6% | +17.6% | -39.2% | -29.1% |
| 3Y | +57.0% | +75.0% | -17.9% | +10.5% |
| 5Y | +25.0% | +32.2% | -7.2% | +2.3% |
| All | +539.2% | +296.2% | +242.9% | +226.8% |
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