+386.2%
ISRG vs NWSA
+149.4%
+236.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +0.7% | -2.8% | +3.5% | +2.0% |
| 30D | -8.0% | +3.0% | -11.0% | -9.3% |
| 3M | -10.6% | +12.3% | -22.9% | -15.3% |
| 6M | -25.1% | +21.9% | -47.0% | -31.7% |
| YTD | -34.8% | +13.6% | -48.4% | -38.9% |
| 1Y | -19.0% | +0.5% | -19.5% | -20.1% |
| 3Y | +22.1% | +43.8% | -21.7% | +1.7% |
| 5Y | +8.2% | +41.2% | -33.0% | -11.2% |
| All | +386.2% | +149.4% | +236.8% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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