+197.7%
ISRG vs SE
+589.8%
-392.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.7% |
| 7D | -1.6% | -6.1% | +4.5% | -0.4% |
| 30D | -2.3% | -2.5% | +0.2% | -2.1% |
| 3M | -12.4% | +21.7% | -34.2% | -16.2% |
| 6M | -26.8% | +27.0% | -53.8% | -31.0% |
| YTD | -35.3% | -12.1% | -23.1% | -34.6% |
| 1Y | -19.3% | -40.9% | +21.6% | -12.3% |
| 3Y | +18.1% | +191.0% | -172.9% | -10.0% |
| 5Y | +2.6% | -68.3% | +70.9% | +11.6% |
| All | +197.7% | +589.8% | -392.1% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling