+51.9%
ISRG vs SNOW
+36.9%
+15.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.4% |
| 7D | -5.2% | +4.9% | -10.1% | -6.4% |
| 30D | -7.6% | +1.5% | -9.1% | -8.2% |
| 3M | -16.4% | +39.5% | -55.9% | -22.1% |
| 6M | -28.6% | +85.9% | -114.5% | -38.6% |
| YTD | -38.2% | +52.9% | -91.1% | -44.9% |
| 1Y | -25.5% | +48.1% | -73.6% | -33.5% |
| 3Y | +17.4% | +102.2% | -84.8% | -6.6% |
| 5Y | -3.0% | +5.5% | -8.4% | -19.7% |
| All | +51.9% | +36.9% | +15.0% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 10y: compounded portfolio wealth divided by compounded SNOW 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…
10y analysis · Full analysis span regression · 6 months rolling