-21.9%
ISRG vs SN
+140.3%
-162.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | +2.1% | +7.6% | -5.4% | +0.6% |
| 30D | +6.2% | +22.4% | -16.3% | +1.8% |
| 3M | +14.4% | +21.7% | -7.3% | +9.7% |
| 6M | 0.0% | +102.8% | -102.8% | -14.1% |
| YTD | -20.5% | +102.4% | -123.0% | -32.8% |
| 1Y | -21.9% | +139.0% | -160.9% | -37.3% |
| All | -21.9% | +140.3% | -162.2% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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