+57.0%
ISRG vs SHW
+41.3%
+15.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.0% | +1.9% | -3.9% | -2.9% |
| 30D | +5.6% | +8.1% | -2.5% | +1.9% |
| 3M | +10.5% | -2.8% | +13.3% | +11.8% |
| 6M | +2.6% | +15.0% | -12.4% | -3.4% |
| YTD | -21.7% | +9.0% | -30.7% | -25.4% |
| 1Y | -21.6% | +4.5% | -26.0% | -23.9% |
| 3Y | +57.0% | +41.9% | +15.2% | +23.2% |
| All | +57.0% | +41.3% | +15.8% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling