+38.6%
ISRG vs SN
+673.1%
-634.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -6.8% | +3.5% | -10.3% | -7.4% |
| 30D | +5.1% | +19.4% | -14.3% | +1.3% |
| 3M | +12.0% | +20.9% | -8.9% | +7.5% |
| 6M | +7.0% | +111.1% | -104.1% | -9.0% |
| YTD | -20.6% | +102.8% | -123.4% | -32.3% |
| 1Y | -21.4% | +146.2% | -167.6% | -35.8% |
| 3Y | +62.0% | +441.4% | -379.4% | +19.9% |
| All | +38.6% | +673.1% | -634.6% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling