-24.4%
ISRG vs SHEL
+36.9%
-61.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -5.0% | +3.0% | -8.0% | -4.6% |
| 30D | -10.2% | +7.2% | -17.4% | -9.3% |
| 3M | -17.2% | +12.9% | -30.1% | -16.0% |
| 6M | -28.4% | +13.7% | -42.1% | -27.9% |
| YTD | -37.6% | +33.7% | -71.3% | -38.8% |
| 1Y | -24.4% | +37.9% | -62.3% | -27.2% |
| All | -24.4% | +36.9% | -61.4% | -27.2% |
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 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