-40.3%
NOW vs ISRG
-21.8%
-18.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | -5.6% | -6.8% | +1.2% | -3.1% |
| 30D | -26.8% | +5.1% | -31.9% | -28.3% |
| 3M | -19.4% | +12.0% | -31.5% | -23.4% |
| 6M | +12.3% | +7.0% | +5.3% | +6.5% |
| YTD | -32.9% | -20.6% | -12.3% | -30.9% |
| 1Y | -40.3% | -21.4% | -18.9% | -36.0% |
| All | -40.3% | -21.8% | -18.5% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling