+913.8%
NVDA vs ISRG
-2.6%
+916.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | +1.0% |
| 7D | +3.8% | -5.2% | +9.0% | +7.5% |
| 30D | +0.8% | -7.6% | +8.4% | +5.5% |
| 3M | +8.2% | -16.4% | +24.5% | +18.3% |
| 6M | +27.1% | -28.6% | +55.7% | +54.0% |
| YTD | +21.2% | -38.2% | +59.4% | +63.4% |
| 1Y | +34.3% | -25.5% | +59.8% | +53.1% |
| 3Y | +396.3% | +17.4% | +378.8% | +279.5% |
| 5Y | +913.8% | -3.0% | +916.8% | +740.8% |
| All | +913.8% | -2.6% | +916.3% | +740.8% |
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