+31.8%
ISRG vs NVDX
+774.9%
-743.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.4% | +6.5% | +2.6% |
| 7D | -2.5% | -8.6% | +6.1% | -1.5% |
| 30D | -10.2% | -1.4% | -8.7% | -10.3% |
| 3M | -12.5% | +10.6% | -23.1% | -14.5% |
| 6M | -25.8% | +20.2% | -46.0% | -29.1% |
| YTD | -36.4% | +11.8% | -48.2% | -39.0% |
| 1Y | -19.9% | +12.9% | -32.8% | -24.1% |
| All | +31.8% | +774.9% | -743.0% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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