+19.2%
ISRG vs SN
+389.7%
-370.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -1.6% | -9.3% | +7.8% | +0.6% |
| 30D | -2.3% | -4.8% | +2.5% | -1.2% |
| 3M | -12.4% | +40.4% | -52.9% | -19.6% |
| 6M | -26.8% | +50.9% | -77.8% | -34.3% |
| YTD | -35.3% | +54.9% | -90.2% | -42.4% |
| 1Y | -19.3% | +43.0% | -62.4% | -27.2% |
| All | +19.2% | +389.7% | -370.5% | -14.6% |
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