+132.4%
NOK vs ISRG
-23.0%
+155.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.1% |
| 7D | +8.7% | -2.5% | +11.2% | +8.5% |
| 30D | +12.5% | -10.2% | +22.7% | +11.4% |
| 3M | -20.7% | -12.5% | -8.2% | -21.5% |
| 6M | +36.2% | -25.8% | +62.0% | +35.7% |
| YTD | +64.1% | -36.4% | +100.5% | +65.9% |
| 1Y | +132.4% | -19.9% | +152.3% | +138.0% |
| All | +132.4% | -23.0% | +155.4% | +138.0% |
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