+57.4%
ISRG vs NVDL
+1,259.0%
-1,201.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.3% |
| 7D | -2.0% | -24.8% | +22.8% | +0.9% |
| 30D | +5.6% | -48.0% | +53.6% | +12.6% |
| 3M | +10.5% | -51.5% | +62.1% | +18.3% |
| 6M | +2.6% | -54.9% | +57.5% | +9.7% |
| YTD | -21.7% | -39.2% | +17.5% | -20.3% |
| 1Y | -21.6% | -41.1% | +19.6% | -20.1% |
| 3Y | +57.0% | +262.9% | -205.9% | +15.1% |
| All | +57.4% | +1,259.0% | -1,201.5% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 5y: compounded portfolio wealth divided by compounded NVDL 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…
5y analysis · Full analysis span regression · 6 months rolling