+127.6%
NOK vs ISRG
+380.4%
-252.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.9% |
| 7D | +8.7% | -2.5% | +11.2% | +9.4% |
| 30D | +12.5% | -10.2% | +22.7% | +15.9% |
| 3M | -20.7% | -12.5% | -8.2% | -18.5% |
| 6M | +36.2% | -25.8% | +62.0% | +46.2% |
| YTD | +64.1% | -36.4% | +100.5% | +86.0% |
| 1Y | +132.4% | -19.9% | +152.3% | +140.8% |
| 3Y | +182.9% | +20.9% | +162.0% | +143.8% |
| 5Y | +102.8% | +5.7% | +97.1% | +77.0% |
| All | +127.6% | +380.4% | -252.7% | +21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling