+22,229.9%
ISRG vs SHW
+6,511.4%
+15,718.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -1.9% | -2.7% |
| 7D | +4.8% | +3.5% | +1.4% | +3.3% |
| 30D | +9.2% | +9.2% | 0.0% | +5.0% |
| 3M | +21.2% | -5.1% | +26.3% | +23.7% |
| 6M | +0.2% | +6.8% | -6.6% | -2.9% |
| YTD | -20.1% | +7.0% | -27.0% | -23.1% |
| 1Y | -17.3% | +4.1% | -21.4% | -19.5% |
| 3Y | +63.3% | +41.1% | +22.2% | +37.3% |
| 5Y | +24.1% | +12.9% | +11.2% | +12.7% |
| 10Y | +507.0% | +366.3% | +140.6% | +204.5% |
| All | +22,229.9% | +6,511.4% | +15,718.4% | +5,115.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling