-3.0%
ISRG vs NTAP
+135.7%
-138.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -5.1% |
| 7D | -5.2% | +3.3% | -8.4% | -6.2% |
| 30D | -7.6% | -0.2% | -7.4% | -7.7% |
| 3M | -16.4% | +11.4% | -27.7% | -20.0% |
| 6M | -28.6% | +88.7% | -117.2% | -45.4% |
| YTD | -38.2% | +78.9% | -117.1% | -51.9% |
| 1Y | -25.5% | +58.8% | -84.3% | -39.3% |
| 3Y | +17.4% | +153.5% | -136.1% | -28.1% |
| 5Y | -3.0% | +136.7% | -139.7% | -41.4% |
| All | -3.0% | +135.7% | -138.6% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling