+536.3%
ISRG vs SLB
-15.8%
+552.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | +5.4% | -3.7% | +9.1% | +6.2% |
| 30D | +8.6% | +2.9% | +5.7% | +7.8% |
| 3M | +21.6% | +0.2% | +21.4% | +21.1% |
| 6M | +2.3% | -4.4% | +6.8% | +2.4% |
| YTD | -18.7% | +33.4% | -52.1% | -24.9% |
| 1Y | -17.8% | +40.8% | -58.5% | -25.1% |
| 3Y | +69.1% | +3.2% | +65.9% | +61.8% |
| 5Y | +26.5% | +64.8% | -38.3% | +3.7% |
| 10Y | +536.3% | -16.6% | +552.8% | +415.1% |
| All | +536.3% | -15.8% | +552.1% | +415.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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