+356.0%
ISRG vs ENB
+103.5%
+252.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.9% |
| 7D | -5.2% | -0.5% | -4.7% | -5.0% |
| 30D | -7.6% | -0.2% | -7.4% | -7.6% |
| 3M | -16.4% | -7.5% | -8.8% | -13.7% |
| 6M | -28.6% | -4.1% | -24.4% | -27.8% |
| YTD | -38.2% | +9.8% | -48.0% | -41.8% |
| 1Y | -25.5% | +8.7% | -34.2% | -29.5% |
| 3Y | +17.4% | +79.0% | -61.6% | -14.4% |
| 5Y | -3.0% | +69.1% | -72.1% | -27.0% |
| 10Y | +356.0% | +96.5% | +259.5% | +187.6% |
| All | +356.0% | +103.5% | +252.5% | +187.6% |
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