+533.8%
ISRG vs SHW
+340.1%
+193.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.5% |
| 7D | -6.1% | +0.7% | -6.8% | -6.5% |
| 30D | +4.2% | +8.4% | -4.2% | -0.4% |
| 3M | +9.6% | -2.2% | +11.8% | +10.7% |
| 6M | +1.9% | +13.3% | -11.5% | -5.2% |
| YTD | -22.3% | +9.2% | -31.5% | -26.9% |
| 1Y | -23.2% | +2.9% | -26.1% | -25.3% |
| 3Y | +58.5% | +41.1% | +17.4% | +25.8% |
| 5Y | +23.9% | +11.0% | +13.0% | +10.3% |
| All | +533.8% | +340.1% | +193.7% | +191.5% |
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