-19.9%
ISRG vs NVS
+11.3%
-31.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -2.5% | -15.7% | +13.2% | +2.9% |
| 30D | -10.2% | -11.1% | +0.9% | -6.8% |
| 3M | -12.5% | -7.2% | -5.3% | -11.1% |
| 6M | -25.8% | -12.3% | -13.5% | -23.2% |
| YTD | -36.4% | +2.8% | -39.1% | -37.8% |
| 1Y | -19.9% | +11.9% | -31.8% | -24.0% |
| All | -19.9% | +11.3% | -31.2% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling