+17.4%
ISRG vs NI
+71.0%
-53.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -4.9% |
| 7D | -5.2% | +2.3% | -7.5% | -5.8% |
| 30D | -7.6% | -1.7% | -5.9% | -7.2% |
| 3M | -16.4% | -8.0% | -8.3% | -14.3% |
| 6M | -28.6% | -8.6% | -19.9% | -26.8% |
| YTD | -38.2% | +2.3% | -40.5% | -39.2% |
| 1Y | -25.5% | +6.9% | -32.4% | -27.8% |
| 3Y | +17.4% | +70.6% | -53.1% | +2.4% |
| All | +17.4% | +71.0% | -53.6% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling