+17.4%
ISRG vs NVS
+55.0%
-37.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -13.9% | +9.4% | -0.6% |
| 7D | -5.2% | -14.6% | +9.4% | -1.1% |
| 30D | -7.6% | -11.9% | +4.4% | -4.4% |
| 3M | -16.4% | -6.0% | -10.4% | -15.2% |
| 6M | -28.6% | -11.4% | -17.2% | -26.5% |
| YTD | -38.2% | +2.9% | -41.1% | -38.8% |
| 1Y | -25.5% | +10.2% | -35.7% | -27.5% |
| 3Y | +17.4% | +55.3% | -37.9% | +4.3% |
| All | +17.4% | +55.0% | -37.6% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling