+3,003.4%
SHOP vs ISRG
+358.2%
+2,645.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.5% | -3.1% | -3.9% |
| 7D | -4.1% | -5.2% | +1.1% | +0.3% |
| 30D | -11.5% | -7.6% | -4.0% | -5.9% |
| 3M | +21.1% | -16.4% | +37.4% | +36.8% |
| 6M | +3.0% | -28.6% | +31.6% | +32.4% |
| YTD | -16.7% | -38.2% | +21.5% | +21.5% |
| 1Y | -8.3% | -25.5% | +17.2% | +12.0% |
| 3Y | +112.8% | +17.4% | +95.4% | +72.8% |
| 5Y | -9.3% | -3.0% | -6.3% | -14.3% |
| 10Y | +3,003.4% | +356.0% | +2,647.5% | +819.5% |
| All | +3,003.4% | +358.2% | +2,645.3% | +819.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling