-6.3%
SHOP vs ISRG
-19.1%
+12.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.4% | +6.9% | +5.6% |
| 7D | -5.4% | +4.8% | -10.3% | -8.2% |
| 30D | -10.3% | +9.2% | -19.5% | -15.0% |
| 3M | +1.0% | +21.2% | -20.2% | -10.3% |
| 6M | +41.2% | +0.2% | +41.0% | +40.9% |
| YTD | -7.5% | -20.1% | +12.6% | +11.3% |
| All | -6.3% | -19.1% | +12.9% | +16.8% |
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