+16.8%
ISRG vs NVO
-50.2%
+67.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | -5.0% | -4.7% | -0.3% | -4.2% |
| 30D | -10.2% | -5.4% | -4.8% | -9.4% |
| 3M | -17.2% | +7.0% | -24.2% | -18.1% |
| 6M | -28.4% | +17.6% | -46.0% | -30.3% |
| YTD | -37.6% | -8.0% | -29.6% | -37.3% |
| 1Y | -24.4% | -13.8% | -10.6% | -23.6% |
| All | +16.8% | -50.2% | +67.1% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling