+2.0%
ISRG vs SLB
+132.5%
-130.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | -2.3% | +15.8% | -18.1% | -4.4% |
| 3M | -12.4% | -0.3% | -12.1% | -12.6% |
| 6M | -26.8% | +21.3% | -48.2% | -29.2% |
| YTD | -35.3% | +52.3% | -87.6% | -39.7% |
| 1Y | -19.3% | +63.6% | -82.9% | -25.9% |
| 3Y | +18.1% | +3.8% | +14.4% | +12.8% |
| All | +2.0% | +132.5% | -130.5% | -11.1% |
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