+452.9%
NFLX vs ISRG
+537.5%
-84.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.7% | -1.9% |
| 7D | -4.4% | -6.1% | +1.7% | -1.5% |
| 30D | -11.0% | +4.2% | -15.3% | -12.9% |
| 3M | -15.5% | +9.6% | -25.1% | -19.5% |
| 6M | -28.5% | +1.9% | -30.3% | -30.1% |
| YTD | -33.1% | -22.3% | -10.8% | -26.0% |
| 1Y | -45.8% | -23.2% | -22.7% | -39.9% |
| 3Y | +40.2% | +58.5% | -18.4% | +2.9% |
| 5Y | -8.2% | +23.9% | -32.1% | -27.5% |
| All | +452.9% | +537.5% | -84.6% | +174.6% |
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