-21.9%
ISRG vs SLB
+38.6%
-60.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.3% |
| 7D | +2.1% | -4.3% | +6.4% | +2.2% |
| 30D | +6.2% | +1.9% | +4.2% | +6.0% |
| 3M | +14.4% | -5.7% | +20.1% | +14.6% |
| 6M | 0.0% | -5.3% | +5.3% | +0.3% |
| YTD | -20.5% | +32.2% | -52.7% | -20.4% |
| 1Y | -21.9% | +38.5% | -60.4% | -22.0% |
| All | -21.9% | +38.6% | -60.5% | -22.0% |
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