-24.0%
NKE vs ISRG
+391.9%
-416.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.5% |
| 7D | -4.2% | +0.7% | -4.8% | -4.5% |
| 30D | -8.2% | -8.0% | -0.2% | -5.2% |
| 3M | -19.1% | -10.6% | -8.5% | -16.2% |
| 6M | -32.6% | -25.1% | -7.5% | -25.4% |
| YTD | -40.7% | -34.8% | -5.9% | -30.6% |
| 1Y | -48.9% | -19.0% | -29.8% | -45.8% |
| 3Y | -59.2% | +22.1% | -81.3% | -65.4% |
| 5Y | -75.3% | +8.2% | -83.6% | -78.7% |
| All | -24.0% | +391.9% | -416.0% | -58.0% |
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