+152.0%
ISRG vs NVT
+699.2%
-547.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.7% |
| 7D | -1.6% | +5.1% | -6.7% | -3.3% |
| 30D | -2.3% | -3.7% | +1.4% | -1.4% |
| 3M | -12.4% | -10.1% | -2.3% | -10.9% |
| 6M | -26.8% | +37.5% | -64.3% | -37.7% |
| YTD | -35.3% | +53.7% | -89.0% | -47.6% |
| 1Y | -19.3% | +70.9% | -90.2% | -38.2% |
| 3Y | +18.1% | +180.4% | -162.3% | -31.1% |
| 5Y | +2.6% | +393.5% | -390.8% | -54.4% |
| All | +152.0% | +699.2% | -547.2% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling