+17,983.8%
ISRG vs ENB
+2,808.0%
+15,175.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.7% |
| 6M | -26.8% | -5.1% | -21.8% | -25.8% |
| YTD | -35.3% | +9.0% | -44.2% | -38.3% |
| 1Y | -19.3% | +8.2% | -27.5% | -22.9% |
| 3Y | +18.1% | +67.8% | -49.6% | -7.6% |
| 5Y | +2.6% | +69.4% | -66.7% | -19.9% |
| 10Y | +379.4% | +117.5% | +261.9% | +222.6% |
| All | +17,983.8% | +2,808.0% | +15,175.9% | +5,387.7% |
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