+30.2%
ISRG vs NVDL
+2,772.7%
-2,742.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.0% |
| 7D | -1.6% | +11.7% | -13.3% | -2.8% |
| 30D | -2.3% | +7.8% | -10.1% | -3.5% |
| 3M | -12.4% | +3.3% | -15.8% | -13.7% |
| 6M | -26.8% | +38.9% | -65.7% | -31.2% |
| YTD | -35.3% | +28.5% | -63.7% | -38.8% |
| 1Y | -19.3% | +40.6% | -59.9% | -25.4% |
| 3Y | +18.1% | +648.7% | -630.6% | -19.8% |
| All | +30.2% | +2,772.7% | -2,742.5% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling