+548.7%
ISRG vs NTRA
+1,700.8%
-1,152.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.3% |
| 7D | -5.2% | +1.1% | -6.2% | -5.4% |
| 30D | -7.6% | +0.6% | -8.2% | -7.7% |
| 3M | -16.4% | +51.8% | -68.2% | -23.5% |
| 6M | -28.6% | +63.6% | -92.2% | -35.9% |
| YTD | -38.2% | +41.5% | -79.7% | -43.1% |
| 1Y | -25.5% | +93.6% | -119.1% | -35.6% |
| 3Y | +17.4% | +498.0% | -480.6% | -18.8% |
| 5Y | -3.0% | +172.5% | -175.4% | -28.6% |
| 10Y | +356.0% | +2,960.8% | -2,604.8% | +128.4% |
| All | +548.7% | +1,700.8% | -1,152.1% | +225.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling