+537.3%
ISRG vs SHEL
+195.4%
+341.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.8% |
| 7D | +2.1% | -6.7% | +8.8% | +4.2% |
| 30D | +6.2% | -2.9% | +9.1% | +6.9% |
| 3M | +14.4% | +9.1% | +5.3% | +11.0% |
| 6M | 0.0% | +17.9% | -17.9% | -5.8% |
| YTD | -20.5% | +36.0% | -56.5% | -29.1% |
| 1Y | -21.9% | +31.8% | -53.7% | -29.6% |
| 3Y | +62.2% | +66.9% | -4.7% | +34.0% |
| 5Y | +25.2% | +160.6% | -135.4% | -13.4% |
| 10Y | +537.3% | +197.5% | +339.8% | +342.5% |
| All | +537.3% | +195.4% | +341.9% | +342.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 10y: compounded portfolio wealth divided by compounded SHEL 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…
10y analysis · Full analysis span regression · 6 months rolling