+536.3%
ISRG vs ENB
+99.8%
+436.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | +5.4% | -3.7% | +9.1% | +7.2% |
| 30D | +8.6% | +1.7% | +6.9% | +7.7% |
| 3M | +21.6% | -6.3% | +27.9% | +24.8% |
| 6M | +2.3% | -9.2% | +11.5% | +6.0% |
| YTD | -18.7% | +3.1% | -21.8% | -21.4% |
| 1Y | -17.8% | +3.4% | -21.1% | -20.6% |
| 3Y | +69.1% | +68.9% | +0.1% | +26.1% |
| 5Y | +26.5% | +51.7% | -25.2% | -0.3% |
| 10Y | +536.3% | +98.3% | +437.9% | +300.3% |
| All | +536.3% | +99.8% | +436.5% | +300.3% |
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