-2.9%
SHOP vs ISRG
+23.7%
-26.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.4% | +6.9% | +6.6% |
| 7D | -5.4% | +4.8% | -10.3% | -9.6% |
| 30D | -10.3% | +9.2% | -19.5% | -17.5% |
| 3M | +1.0% | +21.2% | -20.2% | -15.8% |
| 6M | +41.2% | +0.2% | +41.0% | +35.9% |
| YTD | -7.5% | -20.1% | +12.6% | +10.9% |
| 1Y | -4.6% | -17.3% | +12.8% | +10.5% |
| 3Y | +146.4% | +63.3% | +83.1% | +31.6% |
| All | -2.9% | +23.7% | -26.6% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling