+193.2%
ISRG vs NTR
+100.5%
+92.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.4% |
| 7D | -1.6% | +8.1% | -9.7% | -3.7% |
| 30D | -2.3% | +18.8% | -21.0% | -6.8% |
| 3M | -12.4% | +16.2% | -28.7% | -16.4% |
| 6M | -26.8% | +9.8% | -36.6% | -29.8% |
| YTD | -35.3% | +30.9% | -66.1% | -41.5% |
| 1Y | -19.3% | +41.8% | -61.1% | -29.2% |
| 3Y | +18.1% | +35.8% | -17.6% | +3.0% |
| 5Y | +2.6% | +51.0% | -48.4% | -21.0% |
| All | +193.2% | +100.5% | +92.6% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling