+22,093.8%
ISRG vs NTAP
+191.7%
+21,902.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.3% |
| 7D | +2.1% | -7.8% | +9.9% | +3.6% |
| 30D | +6.2% | -25.8% | +31.9% | +11.8% |
| 3M | +14.4% | -11.2% | +25.6% | +16.2% |
| 6M | 0.0% | +49.9% | -49.9% | -9.4% |
| YTD | -20.5% | +66.9% | -87.4% | -29.7% |
| 1Y | -21.9% | +58.8% | -80.7% | -30.3% |
| 3Y | +62.2% | +140.8% | -78.6% | +32.0% |
| 5Y | +25.2% | +115.0% | -89.8% | +3.9% |
| 10Y | +537.3% | +570.8% | -33.5% | +328.3% |
| All | +22,093.8% | +191.7% | +21,902.1% | +11,834.3% |
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