+28.1%
ISRG vs NVS
+133.2%
-105.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.6% |
| 7D | -6.8% | -2.8% | -3.9% | -5.7% |
| 30D | +5.1% | +11.5% | -6.3% | +0.9% |
| 3M | +12.0% | +3.7% | +8.3% | +10.0% |
| 6M | +7.0% | +10.4% | -3.4% | +2.2% |
| YTD | -20.6% | +19.8% | -40.5% | -26.8% |
| 1Y | -21.4% | +26.6% | -48.0% | -29.1% |
| 3Y | +62.0% | +90.1% | -28.1% | +18.9% |
| 5Y | +28.1% | +133.4% | -105.2% | -18.4% |
| All | +28.1% | +133.2% | -105.0% | -18.4% |
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