-3.0%
ISRG vs NSC
+46.6%
-49.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.3% |
| 7D | -5.2% | -1.5% | -3.7% | -4.5% |
| 30D | -7.6% | -1.9% | -5.6% | -6.8% |
| 3M | -16.4% | +6.2% | -22.6% | -19.0% |
| 6M | -28.6% | +9.2% | -37.7% | -32.1% |
| YTD | -38.2% | +15.0% | -53.2% | -42.9% |
| 1Y | -25.5% | +21.1% | -46.6% | -32.9% |
| 3Y | +17.4% | +78.6% | -61.2% | -18.9% |
| 5Y | -3.0% | +45.9% | -48.9% | -21.4% |
| All | -3.0% | +46.6% | -49.6% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling