+2.0%
ISRG vs ENB
+69.5%
-67.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.5% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -2.3% | -2.2% | 0.0% | -1.4% |
| 3M | -12.4% | -10.5% | -1.9% | -8.4% |
| 6M | -26.8% | -5.1% | -21.8% | -25.8% |
| YTD | -35.3% | +9.0% | -44.2% | -39.2% |
| 1Y | -19.3% | +8.2% | -27.5% | -24.0% |
| 3Y | +18.1% | +67.8% | -49.6% | -15.5% |
| All | +2.0% | +69.5% | -67.5% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling