+374.7%
ISRG vs NTRA
+3,171.2%
-2,796.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.3% |
| 7D | -2.5% | -0.5% | -2.1% | -2.4% |
| 30D | -10.2% | +4.3% | -14.5% | -11.0% |
| 3M | -12.5% | +50.6% | -63.2% | -20.5% |
| 6M | -25.8% | +63.9% | -89.7% | -34.1% |
| YTD | -36.4% | +42.4% | -78.7% | -42.0% |
| 1Y | -19.9% | +92.1% | -112.0% | -31.5% |
| 3Y | +20.9% | +501.7% | -480.9% | -19.5% |
| 5Y | +5.7% | +171.4% | -165.8% | -24.3% |
| All | +374.7% | +3,171.2% | -2,796.5% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 10y: compounded portfolio wealth divided by compounded NTRA 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…
10y analysis · Full analysis span regression · 6 months rolling