+63.3%
ISRG vs SNAP
-53.8%
+117.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -2.9% |
| 7D | +4.8% | -7.1% | +11.9% | +6.0% |
| 30D | +9.2% | -14.6% | +23.9% | +11.8% |
| 3M | +21.2% | -5.0% | +26.1% | +21.6% |
| 6M | +0.2% | -18.8% | +19.1% | +2.3% |
| YTD | -20.1% | -38.5% | +18.5% | -15.6% |
| 1Y | -17.3% | -38.1% | +20.7% | -12.9% |
| 3Y | +63.3% | -53.8% | +117.1% | +66.9% |
| All | +63.3% | -53.8% | +117.1% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling