+60.7%
NOK vs ISRG
+24.8%
+35.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.7% |
| 7D | +5.4% | -2.0% | +7.4% | +5.8% |
| 30D | -14.1% | +5.6% | -19.7% | -15.4% |
| 3M | -23.6% | +10.5% | -34.1% | -25.7% |
| 6M | -45.1% | +2.6% | -47.8% | -46.1% |
| YTD | +24.7% | -21.7% | +46.4% | +32.3% |
| 1Y | +19.0% | -21.6% | +40.6% | +25.9% |
| 3Y | +147.0% | +57.0% | +90.0% | +98.0% |
| All | +60.7% | +24.8% | +35.9% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling