+5.7%
ISRG vs NVO
-1.1%
+6.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.3% | +2.3% |
| 7D | -2.5% | -7.4% | +4.8% | -1.0% |
| 30D | -10.2% | -5.5% | -4.7% | -9.2% |
| 3M | -12.5% | +4.1% | -16.6% | -13.2% |
| 6M | -25.8% | +19.3% | -45.1% | -28.4% |
| YTD | -36.4% | -9.2% | -27.2% | -35.9% |
| 1Y | -19.9% | -15.0% | -4.9% | -18.7% |
| 3Y | +20.9% | -50.9% | +71.7% | +34.0% |
| 5Y | +5.7% | -0.9% | +6.5% | -14.4% |
| All | +5.7% | -1.1% | +6.8% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling