+17,983.8%
ISRG vs NVO
+4,468.9%
+13,515.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.2% |
| 7D | -1.6% | +2.2% | -3.8% | -2.3% |
| 30D | -2.3% | +6.0% | -8.3% | -4.1% |
| 3M | -12.4% | +7.9% | -20.3% | -14.8% |
| 6M | -26.8% | +27.1% | -53.9% | -32.6% |
| YTD | -35.3% | -3.8% | -31.4% | -35.9% |
| 1Y | -19.3% | -12.8% | -6.5% | -18.4% |
| 3Y | +18.1% | -46.3% | +64.4% | +32.2% |
| 5Y | +2.6% | +3.6% | -0.9% | -11.8% |
| 10Y | +379.4% | +157.0% | +222.4% | +192.7% |
| All | +17,983.8% | +4,468.9% | +13,515.0% | +4,433.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling