+2.0%
ISRG vs ENTG
+15.6%
-13.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -7.0% | -2.2% |
| 7D | -1.6% | +2.8% | -4.4% | -2.3% |
| 30D | -2.3% | -4.7% | +2.4% | -1.7% |
| 3M | -12.4% | -0.7% | -11.7% | -15.8% |
| 6M | -26.8% | +7.7% | -34.5% | -32.3% |
| YTD | -35.3% | +65.1% | -100.3% | -47.8% |
| 1Y | -19.3% | +74.8% | -94.1% | -37.2% |
| 3Y | +18.1% | +36.9% | -18.8% | -7.2% |
| All | +2.0% | +15.6% | -13.6% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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