+17,983.8%
ISRG vs NTAP
+206.9%
+17,776.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -1.6% | -0.8% | -0.8% | -1.5% |
| 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% | -36.2% |
| YTD | -35.3% | +75.6% | -110.8% | -42.9% |
| 1Y | -19.3% | +58.9% | -78.2% | -27.6% |
| 3Y | +18.1% | +153.6% | -135.4% | -4.2% |
| 5Y | +2.6% | +127.6% | -125.0% | -15.3% |
| 10Y | +379.4% | +580.4% | -200.9% | +222.7% |
| All | +17,983.8% | +206.9% | +17,776.9% | +9,592.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling