+107.7%
NU vs ISRG
+16.7%
+91.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.3% | +1.6% |
| 7D | +6.0% | -5.2% | +11.2% | +8.3% |
| 30D | +10.8% | -7.6% | +18.3% | +14.1% |
| 3M | +32.2% | -16.4% | +48.5% | +40.7% |
| 6M | +5.1% | -28.6% | +33.7% | +20.1% |
| YTD | -8.4% | -38.2% | +29.8% | +11.8% |
| 1Y | +0.7% | -25.5% | +26.2% | +11.4% |
| All | +107.7% | +16.7% | +91.0% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling