-3.0%
ISRG vs NWSA
+40.6%
-43.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -3.6% |
| 7D | -5.2% | -2.6% | -2.5% | -3.9% |
| 30D | -7.6% | +4.6% | -12.1% | -9.7% |
| 3M | -16.4% | +10.2% | -26.6% | -20.6% |
| 6M | -28.6% | +21.6% | -50.2% | -35.8% |
| YTD | -38.2% | +14.6% | -52.8% | -42.9% |
| 1Y | -25.5% | +0.4% | -25.9% | -26.5% |
| 3Y | +17.4% | +45.0% | -27.6% | -6.7% |
| 5Y | -3.0% | +41.3% | -44.2% | -26.4% |
| All | -3.0% | +40.6% | -43.6% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling