+23.4%
ISRG vs SNOW
+119.2%
-95.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | 0.0% |
| 7D | -1.6% | +2.8% | -4.4% | -2.2% |
| 30D | -2.3% | +6.4% | -8.7% | -3.5% |
| 3M | -12.4% | +38.1% | -50.5% | -17.1% |
| 6M | -26.8% | +100.4% | -127.2% | -36.1% |
| YTD | -35.3% | +53.7% | -89.0% | -40.8% |
| 1Y | -19.3% | +52.0% | -71.3% | -26.5% |
| All | +23.4% | +119.2% | -95.8% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling