-74.7%
NKE vs ISRG
+7.4%
-82.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.4% |
| 7D | -4.2% | +0.7% | -4.8% | -4.5% |
| 30D | -8.2% | -8.0% | -0.2% | -5.4% |
| 3M | -19.1% | -10.6% | -8.5% | -16.4% |
| 6M | -32.6% | -25.1% | -7.5% | -26.0% |
| YTD | -40.7% | -34.8% | -5.9% | -31.5% |
| 1Y | -48.9% | -19.0% | -29.8% | -46.1% |
| 3Y | -59.2% | +22.1% | -81.3% | -65.7% |
| All | -74.7% | +7.4% | -82.1% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling