-1.8%
ISRG vs NUE
+145.9%
-147.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -4.0% |
| 7D | -5.2% | +1.8% | -6.9% | -5.6% |
| 30D | -7.6% | -6.0% | -1.6% | -6.1% |
| 3M | -16.4% | +1.4% | -17.8% | -17.1% |
| 6M | -28.6% | +52.8% | -81.4% | -37.4% |
| YTD | -38.2% | +58.1% | -96.3% | -46.6% |
| 1Y | -25.5% | +80.4% | -105.9% | -38.6% |
| 3Y | +17.4% | +62.3% | -44.9% | -4.1% |
| All | -1.8% | +145.9% | -147.7% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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