+504.6%
NOW vs ISRG
+524.5%
-19.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.3% |
| 7D | -3.1% | +5.4% | -8.5% | -6.5% |
| 30D | -27.0% | +8.6% | -35.7% | -31.1% |
| 3M | -17.7% | +21.6% | -39.3% | -27.9% |
| 6M | +12.7% | +2.3% | +10.4% | +8.0% |
| YTD | -32.9% | -18.7% | -14.2% | -25.6% |
| 1Y | -40.4% | -17.8% | -22.6% | -34.7% |
| 3Y | -17.1% | +69.1% | -86.2% | -46.2% |
| 5Y | -25.7% | +26.5% | -52.1% | -43.4% |
| 10Y | +504.6% | +536.3% | -31.7% | +80.1% |
| All | +504.6% | +524.5% | -19.9% | +80.1% |
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 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