+22,612.5%
ISRG vs NOC
+2,625.2%
+19,987.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.8% |
| 7D | +5.4% | -2.9% | +8.3% | +6.3% |
| 30D | +8.6% | +12.1% | -3.5% | +3.9% |
| 3M | +21.6% | -5.3% | +26.8% | +23.4% |
| 6M | +2.3% | -1.0% | +3.4% | +2.1% |
| YTD | -18.7% | -4.3% | -14.4% | -18.9% |
| 1Y | -17.8% | -3.6% | -14.1% | -18.3% |
| 3Y | +69.1% | +22.9% | +46.2% | +49.0% |
| 5Y | +26.5% | +60.4% | -33.9% | -3.6% |
| 10Y | +536.3% | +161.3% | +375.0% | +278.6% |
| All | +22,612.5% | +2,625.2% | +19,987.4% | +5,466.3% |
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 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