+500.7%
ISRG vs SLB
-16.2%
+516.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -3.9% | -3.5% |
| 7D | +4.8% | -7.1% | +11.9% | +6.4% |
| 30D | +9.2% | +4.1% | +5.1% | +8.1% |
| 3M | +21.2% | -2.6% | +23.8% | +21.4% |
| 6M | +0.2% | -8.6% | +8.8% | +1.3% |
| YTD | -20.1% | +32.2% | -52.3% | -26.1% |
| 1Y | -17.3% | +40.7% | -58.0% | -24.7% |
| 3Y | +63.3% | -4.5% | +67.8% | +58.9% |
| 5Y | +24.1% | +66.4% | -42.3% | +1.4% |
| All | +500.7% | -16.2% | +516.9% | +385.4% |
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