+108.8%
ISRG vs TENB
+3.0%
+105.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.6% |
| 7D | -1.6% | -9.1% | +7.5% | +1.1% |
| 30D | -2.3% | -4.9% | +2.6% | -1.5% |
| 3M | -12.4% | +16.9% | -29.4% | -18.5% |
| 6M | -26.8% | +68.0% | -94.8% | -40.0% |
| YTD | -35.3% | +45.6% | -80.8% | -44.8% |
| 1Y | -19.3% | +12.7% | -32.1% | -25.6% |
| 3Y | +18.1% | -24.4% | +42.5% | +20.0% |
| 5Y | +2.6% | -26.7% | +29.4% | -0.4% |
| All | +108.8% | +3.0% | +105.7% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling