+356.0%
ISRG vs SHW
+275.8%
+80.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -3.3% |
| 7D | -5.2% | -1.2% | -4.0% | -4.5% |
| 30D | -7.6% | -11.6% | +4.0% | -1.3% |
| 3M | -16.4% | +9.1% | -25.5% | -20.2% |
| 6M | -28.6% | -0.7% | -27.9% | -28.6% |
| YTD | -38.2% | +1.4% | -39.5% | -39.2% |
| 1Y | -25.5% | -12.3% | -13.2% | -21.1% |
| 3Y | +17.4% | +23.4% | -6.0% | +1.1% |
| 5Y | -3.0% | +15.0% | -18.0% | -15.5% |
| 10Y | +356.0% | +278.3% | +77.7% | +138.0% |
| All | +356.0% | +275.8% | +80.1% | +138.0% |
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