+370.1%
ISRG vs NOC
+186.7%
+183.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -5.0% | -1.6% | -3.4% | -4.6% |
| 30D | -10.2% | -10.4% | +0.2% | -7.6% |
| 3M | -17.2% | -5.6% | -11.6% | -16.0% |
| 6M | -28.4% | -30.4% | +2.0% | -21.5% |
| YTD | -37.6% | -8.5% | -29.2% | -36.9% |
| 1Y | -24.4% | -8.3% | -16.1% | -23.7% |
| 3Y | +18.4% | +28.2% | -9.8% | +5.2% |
| 5Y | -1.0% | +56.7% | -57.7% | -21.7% |
| 10Y | +370.1% | +189.3% | +180.8% | +238.2% |
| All | +370.1% | +186.7% | +183.4% | +238.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling