+386.2%
ISRG vs NVO
+143.1%
+243.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +3.0% |
| 7D | +0.7% | -7.6% | +8.2% | +2.8% |
| 30D | -8.0% | -6.0% | -2.0% | -6.5% |
| 3M | -10.6% | -0.8% | -9.8% | -10.6% |
| 6M | -25.1% | +16.5% | -41.6% | -28.4% |
| YTD | -34.8% | -11.1% | -23.7% | -33.9% |
| 1Y | -19.0% | -16.7% | -2.3% | -17.1% |
| 3Y | +22.1% | -52.9% | +75.0% | +41.3% |
| 5Y | +8.2% | -3.0% | +11.2% | -10.8% |
| All | +386.2% | +143.1% | +243.1% | +184.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling