+184.5%
NOK vs ISRG
+17.7%
+166.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.9% |
| 7D | +9.3% | -5.0% | +14.4% | +10.0% |
| 30D | +17.9% | -10.2% | +28.1% | +19.3% |
| 3M | -22.3% | -17.2% | -5.1% | -20.7% |
| 6M | +36.4% | -28.4% | +64.8% | +42.9% |
| YTD | +66.3% | -37.6% | +103.9% | +80.2% |
| 1Y | +134.4% | -24.4% | +158.9% | +141.3% |
| All | +184.5% | +17.7% | +166.7% | +158.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling