+374.7%
ISRG vs SHEL
+211.3%
+163.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.7% | +1.9% |
| 7D | -2.5% | +3.9% | -6.5% | -3.7% |
| 30D | -10.2% | +7.0% | -17.1% | -12.1% |
| 3M | -12.5% | +12.5% | -25.0% | -16.0% |
| 6M | -25.8% | +14.8% | -40.6% | -29.5% |
| YTD | -36.4% | +34.2% | -70.5% | -42.8% |
| 1Y | -19.9% | +37.0% | -56.9% | -28.5% |
| 3Y | +20.9% | +70.9% | -50.0% | -0.7% |
| 5Y | +5.7% | +192.5% | -186.9% | -29.9% |
| All | +374.7% | +211.3% | +163.4% | +226.5% |
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