-1.0%
ISRG vs NVS
+89.9%
-90.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | -5.0% | -15.4% | +10.4% | +0.8% |
| 30D | -10.2% | -12.3% | +2.1% | -6.1% |
| 3M | -17.2% | -7.8% | -9.4% | -15.3% |
| 6M | -28.4% | -13.0% | -15.5% | -25.1% |
| YTD | -37.6% | +2.8% | -40.4% | -39.0% |
| 1Y | -24.4% | +10.6% | -35.1% | -28.3% |
| 3Y | +18.4% | +55.1% | -36.6% | -5.1% |
| 5Y | -1.0% | +91.7% | -92.6% | -31.0% |
| All | -1.0% | +89.9% | -90.9% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling