-23.2%
ISRG vs NVD
-4.2%
-18.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +9.0% | -11.2% | -1.9% |
| 7D | -6.1% | +17.0% | -23.1% | -5.7% |
| 30D | +4.2% | +77.3% | -73.1% | +5.8% |
| 3M | +9.6% | +61.6% | -52.0% | +11.2% |
| 6M | +1.9% | +40.7% | -38.8% | +3.5% |
| YTD | -22.3% | -10.5% | -11.8% | -24.3% |
| 1Y | -23.2% | -6.1% | -17.0% | -25.2% |
| All | -23.2% | -4.2% | -18.9% | -25.2% |
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