+8,659.4%
SHOP vs ISRG
+708.6%
+7,950.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.4% | +6.9% | +6.3% |
| 7D | -5.4% | +4.8% | -10.3% | -9.2% |
| 30D | -10.3% | +9.2% | -19.5% | -16.8% |
| 3M | +1.0% | +21.2% | -20.2% | -14.3% |
| 6M | +41.2% | +0.2% | +41.0% | +36.5% |
| YTD | -7.5% | -20.1% | +12.6% | +8.3% |
| 1Y | -4.6% | -17.3% | +12.8% | +8.5% |
| 3Y | +146.4% | +63.3% | +83.1% | +52.9% |
| 5Y | -2.5% | +24.1% | -26.6% | -24.3% |
| 10Y | +3,703.6% | +507.0% | +3,196.6% | +873.9% |
| All | +8,659.4% | +708.6% | +7,950.8% | +1,845.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling