0.0%
SHOP vs ISRG
-16.8%
+16.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -5.1% | -1.6% | -3.5% | -4.3% |
| 30D | +0.6% | -2.3% | +2.9% | +1.5% |
| 3M | +25.0% | -12.4% | +37.5% | +31.2% |
| 6M | +11.9% | -26.8% | +38.7% | +30.6% |
| YTD | -9.9% | -35.3% | +25.4% | +10.1% |
| 1Y | 0.0% | -19.3% | +19.3% | +13.8% |
| All | 0.0% | -16.8% | +16.7% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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