+5.7%
ISRG vs NYT
+39.3%
-33.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.1% | +2.1% |
| 7D | -2.5% | -0.7% | -1.8% | -2.3% |
| 30D | -10.2% | +4.5% | -14.6% | -11.5% |
| 3M | -12.5% | -8.5% | -4.0% | -10.5% |
| 6M | -25.8% | -15.1% | -10.8% | -22.5% |
| YTD | -36.4% | -3.3% | -33.1% | -36.5% |
| 1Y | -19.9% | +17.0% | -36.9% | -25.3% |
| 3Y | +20.9% | +55.7% | -34.8% | -1.7% |
| 5Y | +5.7% | +38.9% | -33.2% | -18.6% |
| All | +5.7% | +39.3% | -33.6% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling