+63.3%
ISRG vs SN
+397.9%
-334.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.0% | -4.0% |
| 7D | +4.8% | +7.2% | -2.4% | +3.1% |
| 30D | +9.2% | +20.4% | -11.2% | +4.4% |
| 3M | +21.2% | +23.9% | -2.7% | +14.7% |
| 6M | +0.2% | +93.0% | -92.8% | -15.5% |
| YTD | -20.1% | +99.2% | -119.3% | -33.6% |
| 1Y | -17.3% | +142.6% | -159.9% | -35.0% |
| 3Y | +63.3% | +398.8% | -335.5% | +9.6% |
| All | +63.3% | +397.9% | -334.6% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling