+273.9%
ISRG vs SE
+379.8%
-105.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.1% |
| 7D | +5.4% | +3.3% | +2.1% | +4.8% |
| 30D | +8.6% | -18.2% | +26.8% | +12.8% |
| 3M | +21.6% | -31.3% | +52.9% | +30.2% |
| 6M | +2.3% | -10.1% | +12.4% | +3.4% |
| YTD | -18.7% | -38.9% | +20.2% | -12.0% |
| 1Y | -17.8% | -48.0% | +30.2% | -8.4% |
| 3Y | +69.1% | +78.8% | -9.7% | +42.1% |
| 5Y | +26.5% | -77.1% | +103.6% | +46.6% |
| All | +273.9% | +379.8% | -105.9% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling