-24.4%
ISRG vs NSC
+19.4%
-43.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-09 to 2026-09-09.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | -5.0% | -2.0% | -3.0% | -4.9% |
| 30D | -10.2% | -3.2% | -7.0% | -10.0% |
| 3M | -17.2% | +3.9% | -21.1% | -17.9% |
| 6M | -28.4% | +7.8% | -36.2% | -29.6% |
| YTD | -37.6% | +13.4% | -51.0% | -38.9% |
| 1Y | -24.4% | +20.3% | -44.8% | -29.9% |
| All | -24.4% | +19.4% | -43.9% | -29.9% |
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 2025-09-09 to 2026-09-09: 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…
2025-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling