-10.5%
ISRG vs NSC
+24.4%
-34.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.9% | +8.4% | +9.4% |
| 7D | +8.5% | +1.8% | +6.7% | +8.5% |
| 30D | +18.6% | +8.8% | +9.8% | +18.4% |
| 3M | +30.9% | +1.2% | +29.7% | +31.3% |
| 6M | +6.6% | +11.3% | -4.8% | +5.2% |
| YTD | -14.9% | +20.7% | -35.6% | -16.5% |
| 1Y | -10.5% | +23.4% | -33.9% | -13.7% |
| All | -10.5% | +24.4% | -34.9% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling