+444.8%
NVDA vs ISRG
+24.8%
+420.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.5% |
| 7D | -12.7% | -2.0% | -10.7% | -11.6% |
| 30D | -26.4% | +5.6% | -32.0% | -29.6% |
| 3M | -27.6% | +10.5% | -38.2% | -33.3% |
| 6M | -27.7% | +2.6% | -30.3% | -32.0% |
| YTD | -12.5% | -21.7% | +9.2% | -0.2% |
| 1Y | -12.6% | -21.6% | +8.9% | -0.8% |
| 3Y | +235.9% | +57.0% | +178.9% | +108.7% |
| All | +444.8% | +24.8% | +420.0% | +279.9% |
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