+23.9%
ISRG vs SE
-78.1%
+102.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.9% | -2.3% |
| 7D | -6.1% | -1.5% | -4.6% | -5.9% |
| 30D | +4.2% | -22.3% | +26.5% | +9.0% |
| 3M | +9.6% | -41.8% | +51.5% | +20.6% |
| 6M | +1.9% | -22.4% | +24.2% | +5.7% |
| YTD | -22.3% | -41.6% | +19.3% | -15.7% |
| 1Y | -23.2% | -48.0% | +24.9% | -15.0% |
| 3Y | +58.5% | +63.9% | -5.3% | +38.3% |
| 5Y | +23.9% | -78.2% | +102.1% | +37.9% |
| All | +23.9% | -78.1% | +102.0% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling