+1,022.9%
NKE vs ISRG
+21,926.5%
-20,903.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -1.6% | -2.0% | +0.5% | -1.2% |
| 30D | +7.6% | +5.6% | +2.1% | +6.7% |
| 3M | -6.9% | +10.5% | -17.4% | -8.4% |
| 6M | -8.5% | +2.6% | -11.1% | -9.2% |
| YTD | -38.8% | -21.7% | -17.1% | -36.7% |
| 1Y | -40.6% | -21.6% | -19.0% | -38.6% |
| 3Y | -60.9% | +57.0% | -117.9% | -64.2% |
| 5Y | -75.4% | +25.0% | -100.4% | -76.8% |
| 10Y | -13.5% | +542.1% | -555.6% | -34.1% |
| All | +1,022.9% | +21,926.5% | -20,903.6% | +581.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling