+59.1%
ISRG vs SNOW
+37.6%
+21.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | +0.2% |
| 7D | -1.6% | +2.8% | -4.4% | -2.4% |
| 30D | -2.3% | +6.4% | -8.7% | -3.8% |
| 3M | -12.4% | +38.1% | -50.5% | -18.3% |
| 6M | -26.8% | +100.4% | -127.2% | -38.2% |
| YTD | -35.3% | +53.7% | -89.0% | -42.3% |
| 1Y | -19.3% | +52.0% | -71.3% | -28.4% |
| 3Y | +18.1% | +114.7% | -96.5% | -7.3% |
| 5Y | +2.6% | +8.8% | -6.1% | -15.4% |
| All | +59.1% | +37.6% | +21.5% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling