+19.2%
ISRG vs NOC
+24.5%
-5.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.7% |
| 7D | -1.6% | -5.2% | +3.6% | -1.3% |
| 30D | -2.3% | -7.2% | +4.9% | -1.9% |
| 3M | -12.4% | -5.1% | -7.3% | -12.2% |
| 6M | -26.8% | -31.1% | +4.2% | -27.1% |
| YTD | -35.3% | -8.6% | -26.7% | -35.3% |
| 1Y | -19.3% | -9.7% | -9.6% | -19.3% |
| All | +19.2% | +24.5% | -5.3% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling