+386.2%
ISRG vs NYT
+489.9%
-103.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | +0.7% | -0.6% | +1.3% | +0.8% |
| 30D | -8.0% | +4.6% | -12.6% | -9.3% |
| 3M | -10.6% | -9.6% | -1.0% | -8.2% |
| 6M | -25.1% | -14.0% | -11.1% | -22.2% |
| YTD | -34.8% | -2.8% | -32.0% | -35.0% |
| 1Y | -19.0% | +15.6% | -34.6% | -23.7% |
| 3Y | +22.1% | +56.3% | -34.2% | +1.9% |
| 5Y | +8.2% | +39.5% | -31.3% | -9.2% |
| All | +386.2% | +489.9% | -103.8% | +259.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling