-58.6%
NKE vs ISRG
+17.7%
-76.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.2% |
| 7D | -2.3% | -5.0% | +2.7% | -1.1% |
| 30D | -10.4% | -10.2% | -0.2% | -8.0% |
| 3M | -15.5% | -17.2% | +1.7% | -12.0% |
| 6M | -32.6% | -28.4% | -4.2% | -27.6% |
| YTD | -39.8% | -37.6% | -2.2% | -33.4% |
| 1Y | -47.6% | -24.4% | -23.1% | -44.8% |
| All | -58.6% | +17.7% | -76.4% | -59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling