+15,200.7%
NVDA vs ISRG
+364.0%
+14,836.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.5% |
| 7D | -0.3% | -5.0% | +4.7% | +3.3% |
| 30D | +2.8% | -10.2% | +13.0% | +10.5% |
| 3M | +7.4% | -17.2% | +24.6% | +19.0% |
| 6M | +22.6% | -28.4% | +51.0% | +49.4% |
| YTD | +20.1% | -37.6% | +57.7% | +62.1% |
| 1Y | +31.2% | -24.4% | +55.6% | +49.0% |
| 3Y | +391.7% | +18.4% | +373.3% | +281.2% |
| 5Y | +911.9% | -1.0% | +912.8% | +784.1% |
| 10Y | +15,200.7% | +370.1% | +14,830.6% | +5,787.3% |
| All | +15,200.7% | +364.0% | +14,836.7% | +5,787.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling