-24.4%
ISRG vs NWSA
+2.0%
-26.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | -5.0% | -3.1% | -1.9% | -4.1% |
| 30D | -10.2% | +4.3% | -14.5% | -11.4% |
| 3M | -17.2% | +9.2% | -26.4% | -19.8% |
| 6M | -28.4% | +21.6% | -50.0% | -32.9% |
| YTD | -37.6% | +14.2% | -51.8% | -40.5% |
| 1Y | -24.4% | +1.8% | -26.2% | -26.0% |
| All | -24.4% | +2.0% | -26.4% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling