+376.2%
ISRG vs SLB
-3.2%
+379.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -1.6% | +0.8% | -2.4% | -1.8% |
| 30D | -2.3% | +15.8% | -18.1% | -5.4% |
| 3M | -12.4% | -0.3% | -12.1% | -12.8% |
| 6M | -26.8% | +21.3% | -48.2% | -30.4% |
| YTD | -35.3% | +52.3% | -87.6% | -41.7% |
| 1Y | -19.3% | +63.6% | -82.9% | -28.7% |
| 3Y | +18.1% | +3.8% | +14.4% | +13.2% |
| 5Y | +2.6% | +128.6% | -126.0% | -22.4% |
| All | +376.2% | -3.2% | +379.3% | +270.7% |
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