+22,229.9%
ISRG vs NOC
+2,554.1%
+19,675.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.3% | -3.3% |
| 7D | +4.8% | -5.8% | +10.6% | +6.9% |
| 30D | +9.2% | +10.9% | -1.7% | +4.9% |
| 3M | +21.2% | -7.1% | +28.3% | +23.8% |
| 6M | +0.2% | -5.3% | +5.6% | +1.6% |
| YTD | -20.1% | -6.8% | -13.2% | -19.5% |
| 1Y | -17.3% | -6.7% | -10.6% | -16.9% |
| 3Y | +63.3% | +17.2% | +46.1% | +46.6% |
| 5Y | +24.1% | +56.3% | -32.2% | -4.6% |
| 10Y | +507.0% | +173.7% | +333.2% | +252.8% |
| All | +22,229.9% | +2,554.1% | +19,675.7% | +5,424.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling