+444.8%
ISRG vs SNAP
-77.7%
+522.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -1.1% |
| 7D | -6.8% | -9.8% | +3.0% | -5.5% |
| 30D | +5.1% | -18.2% | +23.3% | +8.0% |
| 3M | +12.0% | -3.1% | +15.1% | +12.0% |
| 6M | +7.0% | -7.1% | +14.1% | +7.0% |
| YTD | -20.6% | -33.8% | +13.2% | -17.3% |
| 1Y | -21.4% | -39.0% | +17.6% | -17.3% |
| 3Y | +62.0% | -52.8% | +114.8% | +67.2% |
| 5Y | +28.1% | -90.0% | +118.1% | +47.3% |
| All | +444.8% | -77.7% | +522.6% | +384.8% |
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