+62.2%
ISRG vs NVD
-98.5%
+160.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.9% | -13.1% | -1.1% |
| 7D | +2.1% | +43.9% | -41.8% | +6.4% |
| 30D | +6.2% | +74.0% | -67.9% | +13.1% |
| 3M | +14.4% | +48.3% | -33.9% | +20.3% |
| 6M | 0.0% | +30.3% | -30.3% | +4.4% |
| YTD | -20.5% | -12.9% | -7.7% | -20.2% |
| 1Y | -21.9% | -4.0% | -17.9% | -20.2% |
| 3Y | +62.2% | -98.5% | +160.6% | +12.1% |
| All | +62.2% | -98.5% | +160.7% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling