+3,772.8%
SHOP vs ISRG
+537.5%
+3,235.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.5% | +0.1% |
| 7D | +2.1% | -6.1% | +8.2% | +7.4% |
| 30D | -16.8% | +4.2% | -21.1% | -20.0% |
| 3M | -2.4% | +9.6% | -12.0% | -10.2% |
| 6M | +47.0% | +1.9% | +45.2% | +39.9% |
| YTD | -8.8% | -22.3% | +13.5% | +9.7% |
| 1Y | -6.3% | -23.2% | +16.9% | +13.7% |
| 3Y | +139.3% | +58.5% | +80.8% | +49.5% |
| 5Y | -12.1% | +23.9% | -36.0% | -32.5% |
| All | +3,772.8% | +537.5% | +3,235.3% | +740.9% |
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