-1.0%
ISRG vs NTR
+55.5%
-56.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -5.0% | +0.5% | -5.5% | -5.1% |
| 30D | -10.2% | +21.7% | -31.9% | -12.7% |
| 3M | -17.2% | +22.8% | -40.0% | -19.8% |
| 6M | -28.4% | +8.2% | -36.7% | -29.7% |
| YTD | -37.6% | +32.9% | -70.6% | -41.3% |
| 1Y | -24.4% | +45.3% | -69.8% | -30.3% |
| 3Y | +18.4% | +41.7% | -23.2% | +8.5% |
| 5Y | -1.0% | +49.8% | -50.8% | -15.5% |
| All | -1.0% | +55.5% | -56.5% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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