+458.2%
ISRG vs SNAP
-79.0%
+537.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.5% |
| 7D | +5.4% | -7.3% | +12.8% | +6.5% |
| 30D | +8.6% | -18.9% | +27.6% | +11.8% |
| 3M | +21.6% | -5.3% | +26.8% | +22.0% |
| 6M | +2.3% | -16.9% | +19.3% | +4.1% |
| YTD | -18.7% | -37.4% | +18.7% | -14.6% |
| 1Y | -17.8% | -38.5% | +20.7% | -13.5% |
| 3Y | +69.1% | -55.1% | +124.1% | +75.8% |
| 5Y | +26.5% | -90.8% | +117.3% | +47.2% |
| All | +458.2% | -79.0% | +537.2% | +400.8% |
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