-3.0%
ISRG vs SEI
+924.7%
-927.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +16.3% | -20.8% | -5.6% |
| 7D | -5.2% | +28.8% | -34.0% | -6.9% |
| 30D | -7.6% | +10.4% | -17.9% | -8.4% |
| 3M | -16.4% | -11.4% | -4.9% | -16.3% |
| 6M | -28.6% | +31.2% | -59.7% | -31.2% |
| YTD | -38.2% | +39.7% | -77.9% | -41.0% |
| 1Y | -25.5% | +149.0% | -174.5% | -33.4% |
| 3Y | +17.4% | +560.2% | -542.8% | -6.5% |
| 5Y | -3.0% | +955.7% | -958.6% | -27.3% |
| All | -3.0% | +924.7% | -927.6% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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