-3.0%
ISRG vs TENB
-28.0%
+25.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.1% |
| 7D | -5.2% | -5.0% | -0.2% | -3.9% |
| 30D | -7.6% | -7.4% | -0.2% | -6.1% |
| 3M | -16.4% | +22.3% | -38.6% | -22.9% |
| 6M | -28.6% | +60.2% | -88.7% | -40.3% |
| YTD | -38.2% | +43.2% | -81.4% | -46.8% |
| 1Y | -25.5% | +8.2% | -33.6% | -30.0% |
| 3Y | +17.4% | -23.8% | +41.2% | +19.5% |
| 5Y | -3.0% | -26.9% | +23.9% | -6.4% |
| All | -3.0% | -28.0% | +25.1% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling