-21.4%
ISRG vs SLB
+40.3%
-61.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.2% |
| 7D | -6.8% | -1.2% | -5.6% | -6.7% |
| 30D | +5.1% | +4.5% | +0.6% | +4.9% |
| 3M | +12.0% | -4.6% | +16.6% | +12.2% |
| 6M | +7.0% | -6.3% | +13.3% | +7.4% |
| YTD | -20.6% | +35.0% | -55.6% | -20.6% |
| 1Y | -21.4% | +38.8% | -60.2% | -21.6% |
| All | -21.4% | +40.3% | -61.8% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling