+536.3%
ISRG vs NTAP
+608.6%
-72.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.3% |
| 7D | +5.4% | -5.0% | +10.4% | +7.0% |
| 30D | +8.6% | -25.8% | +34.4% | +19.5% |
| 3M | +21.6% | -6.9% | +28.5% | +22.6% |
| 6M | +2.3% | +50.0% | -47.7% | -16.4% |
| YTD | -18.7% | +66.9% | -85.6% | -37.0% |
| 1Y | -17.8% | +58.3% | -76.0% | -35.0% |
| 3Y | +69.1% | +145.1% | -76.1% | +6.2% |
| 5Y | +26.5% | +114.2% | -87.7% | -17.1% |
| 10Y | +536.3% | +576.6% | -40.3% | +178.1% |
| All | +536.3% | +608.6% | -72.3% | +178.1% |
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