-3.0%
ISRG vs NVT
+425.5%
-428.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.2% | -8.7% | -5.7% |
| 7D | -5.2% | +10.4% | -15.5% | -8.0% |
| 30D | -7.6% | -1.3% | -6.3% | -7.6% |
| 3M | -16.4% | -0.6% | -15.7% | -17.6% |
| 6M | -28.6% | +53.8% | -82.3% | -40.8% |
| YTD | -38.2% | +60.2% | -98.4% | -49.9% |
| 1Y | -25.5% | +76.8% | -102.3% | -42.7% |
| 3Y | +17.4% | +191.2% | -173.8% | -33.7% |
| 5Y | -3.0% | +430.9% | -433.9% | -62.9% |
| All | -3.0% | +425.5% | -428.5% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling