-10.5%
ISRG vs NOC
-7.1%
-3.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -4.5% | +13.9% | +9.7% |
| 7D | +8.5% | -5.0% | +13.5% | +8.9% |
| 30D | +18.6% | +10.3% | +8.3% | +17.1% |
| 3M | +30.9% | -4.3% | +35.2% | +31.5% |
| 6M | +6.6% | -6.5% | +13.1% | +6.4% |
| YTD | -14.9% | -6.7% | -8.1% | -15.6% |
| 1Y | -10.5% | -7.5% | -3.0% | -11.0% |
| All | -10.5% | -7.1% | -3.5% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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