+3.8%
ISRG vs SNAP
-19.6%
+23.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -14.0% | +11.2% | +0.2% |
| 7D | +4.4% | -10.4% | +14.8% | +6.7% |
| 30D | +15.8% | -11.9% | +27.7% | +18.5% |
| 3M | +24.9% | -4.5% | +29.4% | +25.3% |
| 6M | +3.8% | -16.7% | +20.5% | +2.8% |
| All | +3.8% | -19.6% | +23.4% | +2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling