+687.9%
NFLX vs ISRG
+364.0%
+323.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.4% |
| 7D | -8.1% | -5.0% | -3.1% | -5.8% |
| 30D | -0.3% | -10.2% | +9.9% | +4.7% |
| 3M | -6.6% | -17.2% | +10.6% | +1.3% |
| 6M | -22.7% | -28.4% | +5.8% | -10.8% |
| YTD | -18.9% | -37.6% | +18.7% | -0.1% |
| 1Y | -39.8% | -24.4% | -15.4% | -34.0% |
| 3Y | +71.7% | +18.4% | +53.3% | +45.1% |
| 5Y | +27.2% | -1.0% | +28.2% | +12.0% |
| 10Y | +687.9% | +370.1% | +317.7% | +279.8% |
| All | +687.9% | +364.0% | +323.8% | +279.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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