+6.8%
NOW vs ISRG
+2.5%
+4.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.1% | -2.5% |
| 7D | -2.4% | -1.6% | -0.8% | -1.5% |
| 30D | +20.5% | -2.3% | +22.8% | +21.9% |
| 3M | +18.3% | -12.4% | +30.8% | +26.2% |
| 6M | +24.1% | -26.8% | +50.9% | +46.7% |
| YTD | -7.8% | -35.3% | +27.5% | +17.5% |
| 1Y | -21.4% | -19.3% | -2.1% | -14.4% |
| 3Y | +19.5% | +18.1% | +1.4% | -3.0% |
| All | +6.8% | +2.5% | +4.3% | -8.4% |
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