+23.9%
ISRG vs NOC
+56.0%
-32.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.3% | -3.4% |
| 7D | +4.8% | -5.8% | +10.6% | +5.4% |
| 30D | +9.2% | +10.9% | -1.7% | +7.9% |
| 3M | +21.2% | -7.1% | +28.3% | +22.0% |
| 6M | +0.2% | -5.3% | +5.6% | +0.6% |
| YTD | -20.1% | -6.8% | -13.2% | -20.1% |
| 1Y | -17.3% | -6.7% | -10.6% | -17.4% |
| 3Y | +63.3% | +17.2% | +46.1% | +58.8% |
| All | +23.9% | +56.0% | -32.1% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling