-21.9%
ISRG vs SHEL
+33.4%
-55.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.8% |
| 7D | +2.1% | -6.7% | +8.8% | +0.1% |
| 30D | +6.2% | -2.9% | +9.1% | +5.3% |
| 3M | +14.4% | +9.1% | +5.3% | +17.5% |
| 6M | 0.0% | +17.9% | -17.9% | +4.5% |
| YTD | -20.5% | +36.0% | -56.5% | -14.4% |
| 1Y | -21.9% | +31.8% | -53.7% | -18.7% |
| All | -21.9% | +33.4% | -55.3% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling