-1.0%
ISRG vs SHEL
+192.5%
-193.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -5.0% | +3.0% | -8.0% | -5.5% |
| 30D | -10.2% | +7.2% | -17.4% | -11.4% |
| 3M | -17.2% | +12.9% | -30.1% | -19.3% |
| 6M | -28.4% | +13.7% | -42.1% | -30.6% |
| YTD | -37.6% | +33.7% | -71.3% | -41.9% |
| 1Y | -24.4% | +37.9% | -62.3% | -30.2% |
| 3Y | +18.4% | +70.2% | -51.8% | +3.5% |
| 5Y | -1.0% | +192.3% | -193.3% | -21.4% |
| All | -1.0% | +192.5% | -193.4% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling