+62.2%
ISRG vs SNAP
-54.3%
+116.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | +2.1% | -10.6% | +12.7% | +3.9% |
| 30D | +6.2% | -19.7% | +25.9% | +9.7% |
| 3M | +14.4% | -6.5% | +20.9% | +15.1% |
| 6M | 0.0% | -17.8% | +17.8% | +1.9% |
| YTD | -20.5% | -38.0% | +17.5% | -16.2% |
| 1Y | -21.9% | -42.5% | +20.6% | -16.9% |
| 3Y | +62.2% | -55.8% | +118.0% | +66.9% |
| All | +62.2% | -54.3% | +116.5% | +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