+69.0%
ISRG vs ENB
+68.0%
+0.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.7% |
| 7D | +4.4% | -2.4% | +6.8% | +4.6% |
| 30D | +15.8% | +3.4% | +12.4% | +15.3% |
| 3M | +24.9% | -6.1% | +31.0% | +25.8% |
| 6M | +3.8% | -10.0% | +13.8% | +4.9% |
| YTD | -17.3% | +4.7% | -21.9% | -19.9% |
| 1Y | -14.6% | +7.5% | -22.1% | -18.1% |
| All | +69.0% | +68.0% | +0.9% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling