-31.7%
NKE vs ISRG
-11.6%
-20.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.4% | -4.2% | +2.5% |
| 7D | +9.0% | +8.5% | +0.5% | +6.4% |
| 30D | +19.2% | +18.6% | +0.6% | +13.6% |
| 3M | -1.5% | +30.9% | -32.4% | -8.5% |
| 6M | -4.2% | +6.6% | -10.8% | -7.6% |
| YTD | -34.8% | -14.9% | -19.9% | -36.6% |
| 1Y | -31.7% | -10.5% | -21.2% | -33.9% |
| All | -31.7% | -11.6% | -20.1% | -33.9% |
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