+445.5%
ISRG vs SNAP
-79.2%
+524.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | +2.1% | -10.6% | +12.7% | +3.7% |
| 30D | +6.2% | -19.7% | +25.9% | +9.4% |
| 3M | +14.4% | -6.5% | +20.9% | +15.0% |
| 6M | 0.0% | -17.8% | +17.8% | +1.8% |
| YTD | -20.5% | -38.0% | +17.5% | -16.4% |
| 1Y | -21.9% | -42.5% | +20.6% | -17.1% |
| 3Y | +62.2% | -55.8% | +118.0% | +69.0% |
| 5Y | +25.2% | -90.5% | +115.7% | +45.2% |
| All | +445.5% | -79.2% | +524.6% | +390.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling