+45.4%
NU vs ISRG
+6.1%
+39.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -1.0% |
| 7D | -4.2% | -2.5% | -1.7% | -2.9% |
| 30D | +10.0% | -10.2% | +20.2% | +16.5% |
| 3M | +29.3% | -12.5% | +41.8% | +36.7% |
| 6M | +0.9% | -25.8% | +26.7% | +17.3% |
| YTD | -10.3% | -36.4% | +26.1% | +14.2% |
| 1Y | -3.2% | -19.9% | +16.7% | +5.2% |
| 3Y | +120.6% | +20.9% | +99.7% | +74.8% |
| All | +45.4% | +6.1% | +39.3% | +22.2% |
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