+17.4%
ISRG vs SHEL
+70.3%
-52.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.5% | -7.1% | -4.8% |
| 7D | -5.2% | +1.9% | -7.1% | -5.4% |
| 30D | -7.6% | +8.7% | -16.2% | -8.7% |
| 3M | -16.4% | +11.0% | -27.3% | -17.8% |
| 6M | -28.6% | +14.6% | -43.1% | -30.6% |
| YTD | -38.2% | +33.3% | -71.5% | -42.6% |
| 1Y | -25.5% | +37.9% | -63.4% | -31.6% |
| 3Y | +17.4% | +69.7% | -52.3% | -0.5% |
| All | +17.4% | +70.3% | -52.9% | -0.5% |
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 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