+550.7%
ISRG vs SHEL
+207.9%
+342.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -6.8% | -3.9% | -2.8% | -5.6% |
| 30D | +5.1% | -3.7% | +8.8% | +6.1% |
| 3M | +12.0% | +9.1% | +3.0% | +8.7% |
| 6M | +7.0% | +16.7% | -9.7% | +1.2% |
| YTD | -20.6% | +36.8% | -57.5% | -29.3% |
| 1Y | -21.4% | +31.8% | -53.2% | -29.2% |
| 3Y | +62.0% | +67.9% | -5.9% | +33.6% |
| 5Y | +28.1% | +163.3% | -135.2% | -11.7% |
| 10Y | +550.7% | +210.7% | +340.0% | +360.2% |
| All | +550.7% | +207.9% | +342.8% | +360.2% |
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