+26.5%
ISRG vs SEI
+787.5%
-761.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.4% | -6.7% | +1.3% |
| 7D | +5.4% | -4.3% | +9.7% | +5.4% |
| 30D | +8.6% | -18.0% | +26.7% | +9.3% |
| 3M | +21.6% | +8.2% | +13.3% | +19.6% |
| 6M | +2.3% | -13.9% | +16.2% | +1.5% |
| YTD | -18.7% | +37.0% | -55.7% | -23.2% |
| 1Y | -17.8% | +24.5% | -42.3% | -21.9% |
| 3Y | +69.1% | +681.1% | -612.0% | +29.3% |
| 5Y | +26.5% | +787.5% | -761.0% | -7.4% |
| All | +26.5% | +787.5% | -761.0% | -7.4% |
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