-19.3%
ISRG vs ENB
+7.5%
-26.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -1.0% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -2.3% | -2.2% | 0.0% | -2.6% |
| 3M | -12.4% | -10.5% | -1.9% | -13.7% |
| 6M | -26.8% | -5.1% | -21.8% | -27.5% |
| YTD | -35.3% | +9.0% | -44.2% | -35.7% |
| 1Y | -19.3% | +8.2% | -27.5% | -19.9% |
| All | -19.3% | +7.5% | -26.9% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling