+521.8%
NOW vs ISRG
+537.7%
-15.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | -5.6% | -6.8% | +1.2% | -1.4% |
| 30D | -26.8% | +5.1% | -31.9% | -29.4% |
| 3M | -19.4% | +12.0% | -31.5% | -25.7% |
| 6M | +12.3% | +7.0% | +5.3% | +4.8% |
| YTD | -32.9% | -20.6% | -12.3% | -24.5% |
| 1Y | -40.3% | -21.4% | -18.9% | -32.7% |
| 3Y | -19.1% | +62.0% | -81.1% | -46.0% |
| 5Y | -24.4% | +28.1% | -52.5% | -42.9% |
| 10Y | +521.8% | +550.7% | -28.9% | +83.4% |
| All | +521.8% | +537.7% | -15.9% | +83.4% |
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