+1,026.1%
NKE vs ISRG
+17,287.3%
-16,261.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | 0.0% |
| 7D | -0.1% | -5.2% | +5.1% | +0.8% |
| 30D | -7.7% | -7.6% | -0.1% | -6.5% |
| 3M | -10.9% | -16.4% | +5.4% | -8.5% |
| 6M | -31.9% | -28.6% | -3.3% | -28.3% |
| YTD | -38.6% | -38.2% | -0.4% | -34.0% |
| 1Y | -46.9% | -25.5% | -21.4% | -44.8% |
| 3Y | -58.2% | +17.4% | -75.6% | -59.9% |
| 5Y | -74.0% | -3.0% | -71.1% | -74.6% |
| 10Y | -21.6% | +356.0% | -377.5% | -37.2% |
| All | +1,026.1% | +17,287.3% | -16,261.1% | +610.9% |
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 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