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Funds (13F)

Senator Investment Group LP

Backtest from 16 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+11.7%
S&P 500 +14.1%
Last 12 months
−3.1%
S&P 500 +12.1%
Sharpe ratio
0.58
S&P 500 0.78
Biggest drop
−35.7%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$43.2k
Senator Investment Group LPS&P 500 $10,000 in Senator Investment Group LP from 16 Aug 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Senator Investment Group LP's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Senator Investment Group LP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+11.7%+14.1%
Total return+332%+470%
Last 12 months−3.1%+12.1%
Last 3 months−8.4%—
Last month−5.6%—
This year so far−7.0%—
Volatility a year18.9%16.0%
Sharpe ratio0.580.78
Biggest drop−35.7%−31.8%
Beta to the S&P 5001.081.00
Alpha a year (t-statistic)−2.5% (−1.16)—
Share of weeks up58%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
DPC10.6%——
UAL6.3%——
BA6.0%——
V4.6%——
TSM4.3%——
AMZN4.3%——
WWD4.1%——
UNH3.3%——
AKAM3.2%——
CVNA3.2%——
NVDA2.9%——
FLEX2.9%——
DHR2.8%——
PRM2.7%——
AVGO2.6%——
COP2.4%——
META2.2%——
AS2.2%——
TMO2.1%——
SN2.0%——
AMAT2.0%——
COF2.0%——
BKD2.0%——
DKS1.9%——
NU1.8%——
PRMB1.7%——
ESI1.5%——
CSTM1.5%——
MKSI1.2%——
TH1.2%——
CLF1.1%——
ULS1.1%——
VRT1.0%——
VSAT0.7%——
ATI0.7%——
ALKS0.6%——
BSX0.6%——
OPTU0.5%——
SRRK0.5%——
NTRA0.4%——
ABVX0.3%——
GGR0.2%——
KNTK0.2%——
WULF0.1%——
VST0.1%——
GLXY0.1%——
MT0.1%——
WRBY0.1%——
RIOT0.1%——
ATRO0.0%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest16 Aug 2013 to 2 Nov 2026+11.7%+14.1%0.580.78−35.7%1.08−2.5% (−1.16)
2018 onwards5 Jan 2018 to 2 Nov 2026+10.1%+13.9%0.430.66−35.7%1.08−3.6% (−1.20)
Last three years3 Nov 2023 to 2 Nov 2026+19.5%+21.8%0.771.16−23.7%1.23−4.5% (−0.78)
Last year7 Nov 2025 to 2 Nov 2026−1.0%+14.2%−0.130.84−16.3%1.42−16.8% (−1.36)
DateCompanyAction
14 Aug 2026VSATBought
14 Aug 2026TMOBought
14 Aug 2026THBought
14 Aug 2026SRRKBought
14 Aug 2026PRMBBought
14 Aug 2026NTRABought
14 Aug 2026MKSIBought
14 Aug 2026FLEXBought
14 Aug 2026ESIBought
14 Aug 2026DPCBought
14 Aug 2026DKSBought
14 Aug 2026CSTMBought
14 Aug 2026COFBought
14 Aug 2026CLFBought
14 Aug 2026BSXBought
14 Aug 2026AKAMBought
14 Aug 2026ABVXBought
15 May 2026VBought
15 May 2026RKTBought
15 May 2026RIOTBought
15 May 2026PFEBought
15 May 2026LHXBought
15 May 2026KNTKBought
15 May 2026HASBought
15 May 2026HALBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026VIKSold
14 Aug 2026RKTSold
14 Aug 2026PFESold
14 Aug 2026MSFTSold
14 Aug 2026LHXSold
14 Aug 2026JHXSold
14 Aug 2026HWMSold
14 Aug 2026HOODSold
14 Aug 2026HASSold
14 Aug 2026HALSold
14 Aug 2026HSold
14 Aug 2026ECHOSold
14 Aug 2026CVSSold
14 Aug 2026CELHSold
14 Aug 2026CSold
14 Aug 2026APOSold
14 Aug 2026APHSold
14 Aug 2026AEISSold
15 May 2026UNPSold
15 May 2026SSNCSold
15 May 2026PLTRSold
15 May 2026PFSISold
15 May 2026MEOHSold
15 May 2026LTHSold
15 May 2026LPLASold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest