+21,775.7%
ISRG vs NVMI
+2,023.5%
+19,752.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.2% |
| 7D | -2.0% | +1.5% | -3.5% | -2.2% |
| 30D | +5.6% | -4.1% | +9.6% | +5.8% |
| 3M | +10.5% | -22.8% | +33.3% | +13.1% |
| 6M | +2.6% | -36.9% | +39.5% | +6.3% |
| YTD | -21.7% | -3.2% | -18.5% | -23.2% |
| 1Y | -21.6% | +7.1% | -28.6% | -24.1% |
| 3Y | +57.0% | +181.5% | -124.5% | +33.8% |
| 5Y | +25.0% | +141.2% | -116.2% | +7.5% |
| 10Y | +542.1% | +2,463.4% | -1,921.3% | +349.9% |
| All | +21,775.7% | +2,023.5% | +19,752.2% | +12,975.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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