+437.6%
ISRG vs SNAP
-78.1%
+515.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.7% |
| 7D | -2.0% | +6.0% | -8.1% | -2.9% |
| 30D | +5.6% | -13.8% | +19.3% | +7.7% |
| 3M | +10.5% | -0.8% | +11.3% | +10.1% |
| 6M | +2.6% | -6.2% | +8.9% | +2.5% |
| YTD | -21.7% | -34.8% | +13.1% | -18.2% |
| 1Y | -21.6% | -38.7% | +17.1% | -17.5% |
| 3Y | +57.0% | -53.5% | +110.5% | +62.4% |
| 5Y | +25.0% | -90.2% | +115.2% | +44.2% |
| All | +437.6% | -78.1% | +515.7% | +379.4% |
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