+17,983.8%
ISRG vs NSC
+3,367.7%
+14,616.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -1.6% | -5.5% | +3.9% | +0.7% |
| 30D | -2.3% | -3.2% | +0.9% | -1.0% |
| 3M | -12.4% | +7.7% | -20.1% | -15.3% |
| 6M | -26.8% | +4.5% | -31.4% | -28.7% |
| YTD | -35.3% | +15.6% | -50.8% | -39.6% |
| 1Y | -19.3% | +19.8% | -39.2% | -25.9% |
| 3Y | +18.1% | +70.1% | -52.0% | -8.1% |
| 5Y | +2.6% | +46.1% | -43.5% | -15.1% |
| 10Y | +379.4% | +328.1% | +51.3% | +155.3% |
| All | +17,983.8% | +3,367.7% | +14,616.2% | +5,509.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling