-47.4%
NKE vs ISRG
-16.8%
-30.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.8% |
| 7D | -2.0% | -1.6% | -0.4% | -1.6% |
| 30D | -8.6% | -2.3% | -6.3% | -8.1% |
| 3M | -11.0% | -12.4% | +1.4% | -9.1% |
| 6M | -33.2% | -26.8% | -6.4% | -30.1% |
| YTD | -38.1% | -35.3% | -2.9% | -34.9% |
| 1Y | -47.4% | -19.3% | -28.0% | -46.4% |
| All | -47.4% | -16.8% | -30.6% | -46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling