+26.5%
ISRG vs SLB
+64.5%
-38.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.6% |
| 7D | +5.4% | -3.7% | +9.1% | +6.0% |
| 30D | +8.6% | +2.9% | +5.7% | +8.1% |
| 3M | +21.6% | +0.2% | +21.4% | +21.2% |
| 6M | +2.3% | -4.4% | +6.8% | +2.4% |
| YTD | -18.7% | +33.4% | -52.1% | -23.3% |
| 1Y | -17.8% | +40.8% | -58.5% | -23.2% |
| 3Y | +69.1% | +3.2% | +65.9% | +61.6% |
| 5Y | +26.5% | +64.8% | -38.3% | +11.0% |
| All | +26.5% | +64.5% | -38.0% | +11.0% |
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 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