+80,534.4%
NVDA vs ISRG
+18,108.6%
+62,425.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.1% |
| 7D | +5.9% | -1.6% | +7.5% | +6.4% |
| 30D | +5.1% | -2.3% | +7.3% | +5.6% |
| 3M | +5.4% | -12.4% | +17.8% | +8.6% |
| 6M | +26.0% | -26.8% | +52.8% | +37.2% |
| YTD | +23.7% | -35.3% | +58.9% | +40.1% |
| 1Y | +34.4% | -19.3% | +53.7% | +40.5% |
| 3Y | +375.8% | +18.1% | +357.7% | +343.4% |
| 5Y | +911.8% | +2.6% | +909.1% | +894.2% |
| 10Y | +14,899.8% | +379.4% | +14,520.3% | +9,939.5% |
| All | +80,534.4% | +18,108.6% | +62,425.8% | +19,870.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling