+22,093.8%
ISRG vs NSC
+3,365.8%
+18,728.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | +2.1% | -3.4% | +5.5% | +3.6% |
| 30D | +6.2% | +3.6% | +2.5% | +4.6% |
| 3M | +14.4% | -1.4% | +15.8% | +14.8% |
| 6M | 0.0% | +6.0% | -6.0% | -3.0% |
| YTD | -20.5% | +15.5% | -36.0% | -26.0% |
| 1Y | -21.9% | +16.2% | -38.1% | -27.5% |
| 3Y | +62.2% | +76.9% | -14.8% | +24.1% |
| 5Y | +25.2% | +29.3% | -4.1% | +8.7% |
| 10Y | +537.3% | +298.3% | +239.0% | +248.7% |
| All | +22,093.8% | +3,365.8% | +18,728.0% | +6,774.5% |
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