+23.9%
ISRG vs SNOW
-24.8%
+48.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.4% | -5.7% | -3.8% |
| 7D | +4.8% | -9.9% | +14.7% | +6.9% |
| 30D | +9.2% | -17.1% | +26.4% | +13.1% |
| 3M | +21.2% | -13.2% | +34.4% | +23.6% |
| 6M | +0.2% | +97.4% | -97.2% | -16.2% |
| YTD | -20.1% | +25.8% | -45.8% | -26.7% |
| 1Y | -17.3% | +4.2% | -21.6% | -21.1% |
| 3Y | +63.3% | +91.3% | -28.0% | +27.1% |
| All | +23.9% | -24.8% | +48.8% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling