+448.1%
NFLX vs ISRG
+521.1%
-73.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | 0.0% |
| 7D | -0.3% | +2.1% | -2.4% | -1.3% |
| 30D | -10.0% | +6.2% | -16.2% | -12.6% |
| 3M | -17.1% | +14.4% | -31.5% | -22.6% |
| 6M | -27.7% | 0.0% | -27.7% | -28.8% |
| YTD | -32.5% | -20.5% | -12.0% | -26.2% |
| 1Y | -43.5% | -21.9% | -21.6% | -37.8% |
| 3Y | +41.4% | +62.2% | -20.7% | +2.7% |
| 5Y | -2.2% | +25.2% | -27.4% | -23.2% |
| 10Y | +448.1% | +537.3% | -89.2% | +166.4% |
| All | +448.1% | +521.1% | -73.0% | +166.4% |
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