+822.5%
NOW vs ISRG
+378.3%
+444.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.1% | -2.5% |
| 7D | -2.4% | -1.6% | -0.8% | -1.4% |
| 30D | +20.5% | -2.3% | +22.8% | +22.0% |
| 3M | +18.3% | -12.4% | +30.8% | +26.6% |
| 6M | +24.1% | -26.8% | +50.9% | +47.7% |
| YTD | -7.8% | -35.3% | +27.5% | +18.7% |
| 1Y | -21.4% | -19.3% | -2.1% | -13.9% |
| 3Y | +19.5% | +18.1% | +1.4% | -1.9% |
| 5Y | +4.1% | +2.6% | +1.4% | -9.0% |
| All | +822.5% | +378.3% | +444.2% | +223.3% |
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