+13.0%
ISRG vs SN
+490.7%
-477.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -1.6% | -9.3% | +7.8% | +0.4% |
| 30D | -2.3% | -4.8% | +2.5% | -1.4% |
| 3M | -12.4% | +40.4% | -52.9% | -18.7% |
| 6M | -26.8% | +50.9% | -77.8% | -33.4% |
| YTD | -35.3% | +54.9% | -90.2% | -41.5% |
| 1Y | -19.3% | +43.0% | -62.4% | -26.3% |
| 3Y | +18.1% | +391.8% | -373.7% | -8.3% |
| All | +13.0% | +490.7% | -477.6% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling