+551.4%
ISRG vs ENB
+101.8%
+449.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.0% | -2.6% |
| 7D | +2.1% | -2.4% | +4.5% | +3.3% |
| 30D | +6.2% | +2.5% | +3.7% | +4.9% |
| 3M | +14.4% | -5.8% | +20.2% | +17.2% |
| 6M | 0.0% | -8.5% | +8.5% | +3.2% |
| YTD | -20.5% | +3.9% | -24.4% | -23.4% |
| 1Y | -21.9% | +3.7% | -25.6% | -24.7% |
| 3Y | +62.2% | +70.1% | -7.9% | +20.6% |
| 5Y | +25.2% | +53.2% | -28.0% | -1.7% |
| All | +551.4% | +101.8% | +449.6% | +299.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling