+55.7%
ISRG vs NVT
+133.0%
-77.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.1% | -2.0% |
| 7D | -6.1% | +17.4% | -23.5% | -8.1% |
| 30D | +4.2% | -28.4% | +32.6% | +8.8% |
| 3M | +9.6% | -32.4% | +42.0% | +15.1% |
| 6M | +1.9% | -32.2% | +34.0% | +5.9% |
| YTD | -22.3% | +14.0% | -36.3% | -30.9% |
| 1Y | -23.2% | +4.3% | -27.4% | -30.0% |
| All | +55.7% | +133.0% | -77.2% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling