+539.2%
ISRG vs NTAP
+583.1%
-44.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +1.7% |
| 7D | -2.0% | +7.2% | -9.2% | -4.4% |
| 30D | +5.6% | -18.4% | +23.9% | +12.4% |
| 3M | +10.5% | -11.3% | +21.9% | +13.4% |
| 6M | +2.6% | +53.8% | -51.1% | -16.9% |
| YTD | -21.7% | +72.0% | -93.6% | -40.0% |
| 1Y | -21.6% | +68.0% | -89.6% | -39.5% |
| 3Y | +57.0% | +149.5% | -92.4% | -2.0% |
| 5Y | +25.0% | +125.6% | -100.6% | -19.7% |
| All | +539.2% | +583.1% | -44.0% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling