+90.9%
ISRG vs SNOW
+21.9%
+69.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -6.1% | +10.8% | -16.9% | -8.0% |
| 30D | +4.2% | -16.5% | +20.7% | +7.5% |
| 3M | +9.6% | -10.1% | +19.7% | +11.0% |
| 6M | +1.9% | +96.5% | -94.7% | -13.5% |
| YTD | -22.3% | +36.2% | -58.5% | -29.5% |
| 1Y | -23.2% | +10.7% | -33.9% | -27.4% |
| 3Y | +58.5% | +86.2% | -27.7% | +27.7% |
| 5Y | +23.9% | -22.7% | +46.7% | +7.2% |
| All | +90.9% | +21.9% | +69.0% | +53.7% |
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