-19.3%
ISRG vs NVO
-12.6%
-6.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | -1.6% | +2.2% | -3.8% | -1.9% |
| 30D | -2.3% | +6.0% | -8.3% | -3.2% |
| 3M | -12.4% | +7.9% | -20.3% | -13.2% |
| 6M | -26.8% | +27.1% | -53.9% | -28.8% |
| YTD | -35.3% | -3.8% | -31.4% | -34.8% |
| 1Y | -19.3% | -12.8% | -6.5% | -19.7% |
| All | -19.3% | -12.6% | -6.7% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 1y: compounded portfolio wealth divided by compounded NVO 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…
1y analysis · Full analysis span regression · 6 months rolling