+17.4%
ISRG vs NTAP
+153.4%
-136.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -4.9% |
| 7D | -5.2% | +3.3% | -8.4% | -5.8% |
| 30D | -7.6% | -0.2% | -7.4% | -7.6% |
| 3M | -16.4% | +11.4% | -27.7% | -18.7% |
| 6M | -28.6% | +88.7% | -117.2% | -41.1% |
| YTD | -38.2% | +78.9% | -117.1% | -48.3% |
| 1Y | -25.5% | +58.8% | -84.3% | -35.4% |
| 3Y | +17.4% | +153.5% | -136.1% | -13.7% |
| All | +17.4% | +153.4% | -136.0% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling