+22,229.9%
ISRG vs NSC
+3,281.3%
+18,948.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -0.9% | -2.4% |
| 7D | +4.8% | -6.2% | +11.1% | +7.6% |
| 30D | +9.2% | +2.6% | +6.7% | +8.1% |
| 3M | +21.2% | -5.8% | +27.0% | +23.9% |
| 6M | +0.2% | +2.1% | -1.9% | -1.3% |
| YTD | -20.1% | +12.7% | -32.7% | -24.8% |
| 1Y | -17.3% | +15.9% | -33.2% | -23.1% |
| 3Y | +63.3% | +74.0% | -10.7% | +25.8% |
| 5Y | +24.1% | +25.2% | -1.1% | +9.2% |
| 10Y | +507.0% | +326.2% | +180.7% | +223.8% |
| All | +22,229.9% | +3,281.3% | +18,948.5% | +6,886.5% |
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