+267.6%
ISRG vs SE
+366.0%
-98.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | +4.8% | +2.0% | +2.8% | +4.5% |
| 30D | +9.2% | -20.0% | +29.2% | +14.0% |
| 3M | +21.2% | -31.8% | +52.9% | +30.0% |
| 6M | +0.2% | -15.9% | +16.1% | +2.6% |
| YTD | -20.1% | -40.6% | +20.6% | -13.0% |
| 1Y | -17.3% | -50.7% | +33.3% | -6.9% |
| 3Y | +63.3% | +70.3% | -7.0% | +38.6% |
| 5Y | +24.1% | -78.8% | +102.9% | +46.2% |
| All | +267.6% | +366.0% | -98.5% | +91.3% |
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