+693.3%
ISRG vs NWSA
+101.5%
+591.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -6.8% | -12.2% | +5.4% | -2.1% |
| 30D | +5.1% | -8.7% | +13.8% | +8.7% |
| 3M | +12.0% | -6.0% | +18.0% | +14.4% |
| 6M | +7.0% | -0.3% | +7.3% | +6.4% |
| YTD | -20.6% | +3.5% | -24.1% | -22.6% |
| 1Y | -21.4% | +0.8% | -22.2% | -22.6% |
| 3Y | +62.0% | +31.1% | +30.9% | +42.6% |
| 5Y | +28.1% | +18.8% | +9.4% | +14.6% |
| 10Y | +550.7% | +147.9% | +402.8% | +329.3% |
| All | +693.3% | +101.5% | +591.8% | +442.3% |
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