+28.6%
ISRG vs NVD
-99.1%
+127.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.2% | +2.4% |
| 7D | +0.7% | +10.8% | -10.2% | +1.9% |
| 30D | -8.0% | +0.8% | -8.8% | -7.6% |
| 3M | -10.6% | -20.8% | +10.2% | -12.4% |
| 6M | -25.1% | -41.2% | +16.0% | -28.7% |
| YTD | -34.8% | -44.2% | +9.4% | -38.0% |
| 1Y | -19.0% | -54.2% | +35.1% | -24.1% |
| 3Y | +22.1% | -99.1% | +121.2% | -28.0% |
| All | +28.6% | -99.1% | +127.7% | -23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling