+536.3%
ISRG vs SHW
+371.2%
+165.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | -0.5% |
| 7D | +5.4% | +1.6% | +3.8% | +4.6% |
| 30D | +8.6% | +12.1% | -3.4% | +2.0% |
| 3M | +21.6% | -3.0% | +24.5% | +23.2% |
| 6M | +2.3% | +13.5% | -11.2% | -4.8% |
| YTD | -18.7% | +11.2% | -29.9% | -24.3% |
| 1Y | -17.8% | +6.2% | -24.0% | -21.5% |
| 3Y | +69.1% | +45.6% | +23.4% | +31.9% |
| 5Y | +26.5% | +15.6% | +10.9% | +9.9% |
| 10Y | +536.3% | +356.5% | +179.8% | +195.1% |
| All | +536.3% | +371.2% | +165.1% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 10y: compounded portfolio wealth divided by compounded SHW 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…
10y analysis · Full analysis span regression · 6 months rolling