+17,983.8%
ISRG vs SHW
+6,311.8%
+11,672.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -1.0% |
| 7D | -1.6% | -3.2% | +1.6% | -0.2% |
| 30D | -2.3% | -9.5% | +7.3% | +2.1% |
| 3M | -12.4% | +11.5% | -23.9% | -16.6% |
| 6M | -26.8% | -3.5% | -23.3% | -25.9% |
| YTD | -35.3% | +3.7% | -39.0% | -36.7% |
| 1Y | -19.3% | -7.9% | -11.4% | -17.2% |
| 3Y | +18.1% | +24.7% | -6.6% | +4.8% |
| 5Y | +2.6% | +13.6% | -10.9% | -7.0% |
| 10Y | +379.4% | +283.0% | +96.5% | +159.4% |
| All | +17,983.8% | +6,311.8% | +11,672.0% | +4,188.0% |
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 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