+467.8%
ISRG vs SNAP
-78.8%
+546.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -14.0% | +11.2% | -0.8% |
| 7D | +4.4% | -10.4% | +14.8% | +6.0% |
| 30D | +15.8% | -11.9% | +27.7% | +17.7% |
| 3M | +24.9% | -4.5% | +29.4% | +25.1% |
| 6M | +3.8% | -16.7% | +20.5% | +5.5% |
| YTD | -17.3% | -36.9% | +19.7% | -13.2% |
| 1Y | -14.6% | -30.3% | +15.7% | -11.8% |
| 3Y | +68.2% | -52.5% | +120.7% | +73.5% |
| 5Y | +28.4% | -90.4% | +118.8% | +48.6% |
| All | +467.8% | -78.8% | +546.6% | +408.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling