-21.4%
ISRG vs SNAP
-38.5%
+17.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -1.5% |
| 7D | -6.8% | -9.8% | +3.0% | -5.0% |
| 30D | +5.1% | -18.2% | +23.3% | +9.0% |
| 3M | +12.0% | -3.1% | +15.1% | +11.9% |
| 6M | +7.0% | -7.1% | +14.1% | +6.2% |
| YTD | -20.6% | -33.8% | +13.2% | -13.6% |
| 1Y | -21.4% | -39.0% | +17.6% | -14.2% |
| All | -21.4% | -38.5% | +17.0% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling