-25.5%
ISRG vs NTAP
+61.9%
-87.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -4.5% |
| 7D | -5.2% | +3.3% | -8.4% | -5.2% |
| 30D | -7.6% | -0.2% | -7.4% | -7.6% |
| 3M | -16.4% | +11.4% | -27.7% | -16.5% |
| 6M | -28.6% | +88.7% | -117.2% | -34.0% |
| YTD | -38.2% | +78.9% | -117.1% | -42.2% |
| 1Y | -25.5% | +58.8% | -84.3% | -29.5% |
| All | -25.5% | +61.9% | -87.4% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling