+118.0%
NOK vs ISRG
-16.8%
+134.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.6% |
| 7D | -1.8% | -1.6% | -0.2% | -1.9% |
| 30D | +4.7% | -2.3% | +7.0% | +4.6% |
| 3M | -39.7% | -12.4% | -27.2% | -40.2% |
| 6M | +23.1% | -26.8% | +49.9% | +23.4% |
| YTD | +55.0% | -35.3% | +90.3% | +56.8% |
| 1Y | +118.0% | -19.3% | +137.4% | +122.9% |
| All | +118.0% | -16.8% | +134.8% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 1y: compounded portfolio wealth divided by compounded ISRG 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…
1y analysis · Full analysis span regression · 6 months rolling