+712.8%
ISRG vs NWSA
+99.5%
+613.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | +5.4% | -10.5% | +15.9% | +9.9% |
| 30D | +8.6% | -8.8% | +17.4% | +12.4% |
| 3M | +21.6% | -6.5% | +28.1% | +24.4% |
| 6M | +2.3% | -1.3% | +3.7% | +2.2% |
| YTD | -18.7% | +2.5% | -21.2% | -20.4% |
| 1Y | -17.8% | +0.2% | -17.9% | -18.8% |
| 3Y | +69.1% | +27.6% | +41.5% | +50.4% |
| 5Y | +26.5% | +17.0% | +9.5% | +13.8% |
| 10Y | +536.3% | +148.3% | +387.9% | +320.3% |
| All | +712.8% | +99.5% | +613.2% | +457.9% |
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 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