+374.7%
ISRG vs NVS
+180.2%
+194.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -2.5% | -15.7% | +13.2% | +6.6% |
| 30D | -10.2% | -11.1% | +0.9% | -4.9% |
| 3M | -12.5% | -7.2% | -5.3% | -10.1% |
| 6M | -25.8% | -12.3% | -13.5% | -21.2% |
| YTD | -36.4% | +2.8% | -39.1% | -38.7% |
| 1Y | -19.9% | +11.9% | -31.8% | -26.9% |
| 3Y | +20.9% | +55.1% | -34.2% | -12.9% |
| 5Y | +5.7% | +94.1% | -88.4% | -36.5% |
| All | +374.7% | +180.2% | +194.5% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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