+547.1%
ISRG vs NWSA
+127.4%
+419.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.1% |
| 7D | -1.6% | -1.9% | +0.3% | -0.8% |
| 30D | -2.3% | +4.6% | -6.8% | -4.2% |
| 3M | -12.4% | +13.2% | -25.7% | -16.9% |
| 6M | -26.8% | +27.0% | -53.8% | -33.8% |
| YTD | -35.3% | +16.8% | -52.1% | -39.6% |
| 1Y | -19.3% | +4.5% | -23.8% | -21.6% |
| 3Y | +18.1% | +46.2% | -28.1% | -0.3% |
| 5Y | +2.6% | +40.9% | -38.3% | -13.9% |
| 10Y | +379.4% | +145.1% | +234.3% | +211.1% |
| All | +547.1% | +127.4% | +419.7% | +322.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling