+102.7%
NOK vs ISRG
-2.2%
+104.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.8% |
| 7D | +9.3% | -5.0% | +14.4% | +10.6% |
| 30D | +17.9% | -10.2% | +28.1% | +20.7% |
| 3M | -22.3% | -17.2% | -5.1% | -19.4% |
| 6M | +36.4% | -28.4% | +64.8% | +46.5% |
| YTD | +66.3% | -37.6% | +103.9% | +86.6% |
| 1Y | +134.4% | -24.4% | +158.9% | +145.6% |
| 3Y | +186.6% | +18.4% | +168.1% | +148.1% |
| 5Y | +102.7% | -1.0% | +103.6% | +76.6% |
| All | +102.7% | -2.2% | +104.8% | +76.6% |
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