+433.1%
ISRG vs SNAP
-78.3%
+511.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.8% |
| 7D | -6.1% | +2.6% | -8.7% | -6.5% |
| 30D | +4.2% | -19.6% | +23.8% | +7.3% |
| 3M | +9.6% | +0.4% | +9.2% | +9.0% |
| 6M | +1.9% | -5.9% | +7.8% | +1.7% |
| YTD | -22.3% | -35.3% | +13.0% | -18.8% |
| 1Y | -23.2% | -42.6% | +19.4% | -18.4% |
| 3Y | +58.5% | -53.9% | +112.4% | +64.2% |
| 5Y | +23.9% | -90.3% | +114.2% | +43.1% |
| All | +433.1% | -78.3% | +511.4% | +375.9% |
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