+7.0%
ISRG vs SHEL
+17.1%
-10.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | +0.1% |
| 7D | -6.8% | -3.9% | -2.8% | -8.3% |
| 30D | +5.1% | -3.7% | +8.8% | +3.7% |
| 3M | +12.0% | +9.1% | +3.0% | +17.3% |
| 6M | +7.0% | +16.7% | -9.7% | +14.2% |
| All | +7.0% | +17.1% | -10.1% | +14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling