+17,168.2%
ISRG vs SHEL
+412.0%
+16,756.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.5% | -7.1% | -5.6% |
| 7D | -5.2% | +1.9% | -7.1% | -6.0% |
| 30D | -7.6% | +8.7% | -16.2% | -10.9% |
| 3M | -16.4% | +11.0% | -27.3% | -20.6% |
| 6M | -28.6% | +14.6% | -43.1% | -33.4% |
| YTD | -38.2% | +33.3% | -71.5% | -46.4% |
| 1Y | -25.5% | +37.9% | -63.4% | -36.3% |
| 3Y | +17.4% | +69.7% | -52.3% | -9.7% |
| 5Y | -3.0% | +190.2% | -193.1% | -43.8% |
| 10Y | +356.0% | +197.0% | +159.0% | +135.6% |
| All | +17,168.2% | +412.0% | +16,756.2% | +5,955.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling