+65,302.9%
NFLX vs ISRG
+18,337.4%
+46,965.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -5.1% |
| 7D | -4.2% | -1.6% | -2.7% | -3.9% |
| 30D | +5.5% | -2.3% | +7.7% | +6.0% |
| 3M | -4.1% | -12.4% | +8.4% | -1.1% |
| 6M | -20.7% | -26.8% | +6.1% | -14.7% |
| YTD | -16.5% | -35.3% | +18.7% | -7.5% |
| 1Y | -37.8% | -19.3% | -18.5% | -35.4% |
| 3Y | +77.9% | +18.1% | +59.8% | +66.8% |
| 5Y | +32.5% | +2.6% | +29.9% | +27.7% |
| 10Y | +703.6% | +379.4% | +324.1% | +461.2% |
| All | +65,302.9% | +18,337.4% | +46,965.5% | +32,108.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling