+69.1%
ISRG vs SN
+428.0%
-358.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.0% |
| 7D | +5.4% | +7.6% | -2.2% | +3.6% |
| 30D | +8.6% | +24.1% | -15.4% | +3.0% |
| 3M | +21.6% | +23.7% | -2.1% | +15.1% |
| 6M | +2.3% | +105.5% | -103.2% | -15.1% |
| YTD | -18.7% | +105.1% | -123.8% | -33.0% |
| 1Y | -17.8% | +148.3% | -166.0% | -35.7% |
| 3Y | +69.1% | +438.7% | -369.6% | +13.3% |
| All | +69.1% | +428.0% | -358.9% | +13.3% |
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 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