+17,320.1%
ISRG vs NTRS
+397.4%
+16,922.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -5.0% | +0.9% | -5.9% | -5.3% |
| 30D | -10.2% | -1.2% | -9.0% | -9.8% |
| 3M | -17.2% | +8.8% | -26.0% | -20.0% |
| 6M | -28.4% | +34.7% | -63.1% | -37.0% |
| YTD | -37.6% | +37.2% | -74.9% | -45.7% |
| 1Y | -24.4% | +46.3% | -70.8% | -36.1% |
| 3Y | +18.4% | +163.2% | -144.8% | -22.9% |
| 5Y | -1.0% | +86.9% | -87.9% | -27.4% |
| 10Y | +370.1% | +250.9% | +119.2% | +151.6% |
| All | +17,320.1% | +397.4% | +16,922.6% | +7,814.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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