+4.0%
ISRG vs NVTS
-17.0%
+21.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.0% |
| 7D | -5.0% | +3.5% | -8.5% | -5.2% |
| 30D | -10.2% | -11.9% | +1.7% | -9.7% |
| 3M | -17.2% | -49.2% | +32.0% | -14.9% |
| 6M | -28.4% | +38.4% | -66.9% | -31.6% |
| YTD | -37.6% | +62.5% | -100.1% | -41.3% |
| 1Y | -24.4% | +101.4% | -125.8% | -31.0% |
| 3Y | +18.4% | +40.4% | -22.0% | +7.8% |
| All | +4.0% | -17.0% | +21.0% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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