+23.4%
ISRG vs NTAP
+148.5%
-125.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | -2.3% | -0.5% | -1.7% | -2.3% |
| 3M | -12.4% | +4.1% | -16.5% | -13.6% |
| 6M | -26.8% | +88.0% | -114.8% | -39.7% |
| YTD | -35.3% | +75.6% | -110.8% | -45.6% |
| 1Y | -19.3% | +58.9% | -78.2% | -30.3% |
| All | +23.4% | +148.5% | -125.1% | -9.1% |
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 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