-26.4%
NOW vs ISRG
+23.7%
-50.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +1.5% |
| 7D | -3.0% | +4.8% | -7.8% | -5.9% |
| 30D | -26.0% | +9.2% | -35.3% | -30.1% |
| 3M | -13.1% | +21.2% | -34.3% | -23.0% |
| 6M | +14.5% | +0.2% | +14.3% | +11.6% |
| YTD | -33.4% | -20.1% | -13.4% | -25.6% |
| 1Y | -40.6% | -17.3% | -23.3% | -35.3% |
| 3Y | -16.3% | +63.3% | -79.6% | -44.7% |
| All | -26.4% | +23.7% | -50.1% | -40.7% |
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