+55.7%
ISRG vs SAN
+244.8%
-189.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.3% |
| 7D | -6.1% | +1.0% | -7.1% | -6.4% |
| 30D | +4.2% | -9.4% | +13.6% | +6.9% |
| 3M | +9.6% | -17.1% | +26.8% | +15.1% |
| 6M | +1.9% | +2.2% | -0.3% | +0.7% |
| YTD | -22.3% | +6.0% | -28.3% | -24.5% |
| 1Y | -23.2% | +12.7% | -35.9% | -26.7% |
| All | +55.7% | +244.8% | -189.1% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 3y: compounded portfolio wealth divided by compounded SAN 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…
3y analysis · Full analysis span regression · 6 months rolling