-21.6%
ISRG vs NSC
+16.6%
-38.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.9% |
| 7D | -2.0% | +2.5% | -4.5% | -2.2% |
| 30D | +5.6% | +1.7% | +3.9% | +5.7% |
| 3M | +10.5% | -2.6% | +13.1% | +11.1% |
| 6M | +2.6% | +6.4% | -3.8% | +1.6% |
| YTD | -21.7% | +15.5% | -37.2% | -22.8% |
| 1Y | -21.6% | +17.6% | -39.2% | -23.6% |
| All | -21.6% | +16.6% | -38.1% | -23.6% |
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