+14.5%
NU vs ISRG
+29.5%
-15.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.8% | -2.8% |
| 7D | +0.8% | -6.1% | +6.9% | +4.3% |
| 30D | -24.1% | +4.2% | -28.3% | -26.0% |
| 3M | -12.8% | +9.6% | -22.4% | -17.8% |
| 6M | -10.9% | +1.9% | -12.7% | -13.8% |
| YTD | -29.3% | -22.3% | -7.0% | -20.0% |
| 1Y | -26.9% | -23.2% | -3.7% | -16.8% |
| 3Y | +38.8% | +58.5% | -19.7% | -6.5% |
| All | +14.5% | +29.5% | -15.0% | -14.4% |
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