+264.9%
ISRG vs SE
+355.3%
-90.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.5% | +0.6% |
| 7D | -6.8% | -7.7% | +1.0% | -5.3% |
| 30D | +5.1% | -22.8% | +27.9% | +10.4% |
| 3M | +12.0% | -43.7% | +55.8% | +25.1% |
| 6M | +7.0% | -12.8% | +19.8% | +8.7% |
| YTD | -20.6% | -42.0% | +21.4% | -13.2% |
| 1Y | -21.4% | -48.0% | +26.6% | -12.4% |
| 3Y | +62.0% | +62.7% | -0.7% | +38.8% |
| 5Y | +28.1% | -77.8% | +105.9% | +49.4% |
| All | +264.9% | +355.3% | -90.4% | +90.8% |
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