+17,983.8%
ISRG vs NVMI
+2,385.8%
+15,598.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -1.5% |
| 7D | -1.6% | +6.6% | -8.2% | -2.3% |
| 30D | -2.3% | -7.5% | +5.3% | -1.5% |
| 3M | -12.4% | -28.5% | +16.1% | -9.9% |
| 6M | -26.8% | -15.7% | -11.1% | -26.5% |
| YTD | -35.3% | +13.3% | -48.6% | -37.4% |
| 1Y | -19.3% | +48.3% | -67.6% | -24.6% |
| 3Y | +18.1% | +191.2% | -173.1% | +0.6% |
| 5Y | +2.6% | +268.7% | -266.0% | -15.1% |
| 10Y | +379.4% | +3,034.8% | -2,655.4% | +230.6% |
| All | +17,983.8% | +2,385.8% | +15,598.0% | +10,569.8% |
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