-19.9%
ISRG vs NI
+4.9%
-24.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | -2.5% | -0.6% | -2.0% | -2.5% |
| 30D | -10.2% | -1.4% | -8.8% | -10.0% |
| 3M | -12.5% | -10.6% | -1.9% | -10.3% |
| 6M | -25.8% | -9.9% | -15.9% | -24.1% |
| YTD | -36.4% | +1.2% | -37.5% | -38.4% |
| 1Y | -19.9% | +4.4% | -24.3% | -23.9% |
| All | -19.9% | +4.9% | -24.7% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling