-25.1%
ISRG vs NSC
+21.1%
-46.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.5% |
| 7D | -5.2% | -1.5% | -3.7% | -5.1% |
| 30D | -7.6% | -1.9% | -5.6% | -7.4% |
| 3M | -16.4% | +6.2% | -22.6% | -17.2% |
| 6M | -28.6% | +9.2% | -37.7% | -29.7% |
| YTD | -38.2% | +15.0% | -53.2% | -39.5% |
| All | -25.1% | +21.1% | -46.2% | -30.6% |
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