+69.1%
ISRG vs SHEL
+72.0%
-3.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +5.4% | -5.8% | +11.2% | +5.9% |
| 30D | +8.6% | -1.3% | +9.9% | +8.6% |
| 3M | +21.6% | +12.7% | +8.9% | +19.7% |
| 6M | +2.3% | +19.9% | -17.5% | -0.6% |
| YTD | -18.7% | +38.3% | -56.9% | -24.6% |
| 1Y | -17.8% | +35.7% | -53.4% | -23.3% |
| 3Y | +69.1% | +71.7% | -2.6% | +49.2% |
| All | +69.1% | +72.0% | -3.0% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling