+22,229.9%
ISRG vs ENB
+2,622.2%
+19,607.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.8% | -2.3% |
| 7D | +4.8% | -5.2% | +10.0% | +7.2% |
| 30D | +9.2% | +2.2% | +7.1% | +8.2% |
| 3M | +21.2% | -8.1% | +29.2% | +25.1% |
| 6M | +0.2% | -11.2% | +11.4% | +4.5% |
| YTD | -20.1% | +2.0% | -22.0% | -21.9% |
| 1Y | -17.3% | +4.1% | -21.4% | -19.9% |
| 3Y | +63.3% | +64.7% | -1.4% | +28.6% |
| 5Y | +24.1% | +46.6% | -22.5% | +2.8% |
| 10Y | +507.0% | +102.7% | +404.3% | +320.8% |
| All | +22,229.9% | +2,622.2% | +19,607.7% | +6,850.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling