+69.1%
ISRG vs TENB
+16.0%
+53.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -1.9% | +1.1% |
| 7D | +5.4% | -8.0% | +13.4% | +7.0% |
| 30D | +8.6% | +5.0% | +3.6% | +7.4% |
| 3M | +21.6% | +20.0% | +1.5% | +16.4% |
| 6M | +2.3% | +100.0% | -97.7% | -15.5% |
| YTD | -18.7% | +85.6% | -104.3% | -31.9% |
| 1Y | -17.8% | +57.8% | -75.6% | -27.6% |
| 3Y | +69.1% | +17.6% | +51.5% | +66.9% |
| All | +69.1% | +16.0% | +53.1% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 3y: compounded portfolio wealth divided by compounded TENB 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…
3y analysis · Full analysis span regression · 6 months rolling