-23.2%
ISRG vs SLB
+39.8%
-63.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -6.1% | +2.6% | -8.7% | -6.2% |
| 30D | +4.2% | +4.4% | -0.2% | +4.0% |
| 3M | +9.6% | -2.7% | +12.4% | +9.7% |
| 6M | +1.9% | -7.5% | +9.4% | +2.3% |
| YTD | -22.3% | +34.8% | -57.2% | -22.4% |
| 1Y | -23.2% | +44.6% | -67.7% | -23.7% |
| All | -23.2% | +39.8% | -63.0% | -23.7% |
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 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