+721.7%
ISRG vs NTRA
+1,672.7%
-951.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | -2.0% | +2.7% | -4.7% | -2.5% |
| 30D | +5.6% | -19.2% | +24.7% | +9.5% |
| 3M | +10.5% | +2.7% | +7.9% | +9.4% |
| 6M | +2.6% | +63.4% | -60.7% | -8.0% |
| YTD | -21.7% | +39.3% | -61.0% | -28.1% |
| 1Y | -21.6% | +59.0% | -80.6% | -29.8% |
| 3Y | +57.0% | +557.4% | -500.3% | +6.6% |
| 5Y | +25.0% | +177.4% | -152.4% | -8.5% |
| 10Y | +542.1% | +2,761.8% | -2,219.7% | +222.4% |
| All | +721.7% | +1,672.7% | -951.0% | +311.0% |
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