+147.8%
ISRG vs NVT
+694.8%
-547.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.2% | +2.8% |
| 7D | -2.5% | +2.0% | -4.6% | -3.4% |
| 30D | -10.2% | -7.2% | -3.0% | -8.3% |
| 3M | -12.5% | -0.9% | -11.6% | -14.2% |
| 6M | -25.8% | +42.6% | -68.4% | -37.8% |
| YTD | -36.4% | +52.9% | -89.2% | -48.5% |
| 1Y | -19.9% | +64.5% | -84.4% | -37.7% |
| 3Y | +20.9% | +178.0% | -157.1% | -29.3% |
| 5Y | +5.7% | +402.8% | -397.1% | -53.5% |
| All | +147.8% | +694.8% | -547.1% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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