+147.0%
NOK vs ISRG
+55.5%
+91.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.6% |
| 7D | +5.4% | -2.0% | +7.4% | +5.5% |
| 30D | -14.1% | +5.6% | -19.7% | -14.5% |
| 3M | -23.6% | +10.5% | -34.1% | -24.2% |
| 6M | -45.1% | +2.6% | -47.8% | -45.2% |
| YTD | +24.7% | -21.7% | +46.4% | +32.1% |
| 1Y | +19.0% | -21.6% | +40.6% | +25.9% |
| 3Y | +147.0% | +57.0% | +90.0% | +92.9% |
| All | +147.0% | +55.5% | +91.6% | +92.9% |
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 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