+23.9%
ISRG vs SLB
+65.5%
-41.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -3.9% | -3.4% |
| 7D | +4.8% | -7.1% | +11.9% | +5.9% |
| 30D | +9.2% | +4.1% | +5.1% | +8.5% |
| 3M | +21.2% | -2.6% | +23.8% | +21.3% |
| 6M | +0.2% | -8.6% | +8.8% | +1.0% |
| YTD | -20.1% | +32.2% | -52.3% | -24.5% |
| 1Y | -17.3% | +40.7% | -58.0% | -22.8% |
| 3Y | +63.3% | -4.5% | +67.8% | +57.6% |
| All | +23.9% | +65.5% | -41.6% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling