-10.5%
ISRG vs NVD
-27.4%
+16.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.5% | +2.9% | +9.5% |
| 7D | +8.5% | +15.0% | -6.4% | +9.0% |
| 30D | +18.6% | +39.3% | -20.7% | +20.0% |
| 3M | +30.9% | +3.1% | +27.8% | +31.0% |
| 6M | +6.6% | -19.0% | +25.6% | +5.0% |
| YTD | -14.9% | -35.5% | +20.6% | -17.6% |
| 1Y | -10.5% | -30.2% | +19.7% | -12.2% |
| All | -10.5% | -27.4% | +16.8% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling