-71.8%
NOK vs ISRG
+21,926.5%
-21,998.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.3% |
| 3M | -23.6% | +10.5% | -34.1% | -25.5% |
| 6M | -45.1% | +2.6% | -47.8% | -46.2% |
| YTD | +24.7% | -21.7% | +46.4% | +28.7% |
| 1Y | +19.0% | -21.6% | +40.6% | +22.6% |
| 3Y | +147.0% | +57.0% | +90.0% | +117.5% |
| 5Y | +58.2% | +25.0% | +33.2% | +43.6% |
| 10Y | +122.3% | +542.1% | -419.8% | +45.8% |
| All | -71.8% | +21,926.5% | -21,998.3% | -90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling