+356.0%
ISRG vs SNPS
+554.7%
-198.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.1% | -4.3% |
| 7D | -5.2% | -5.5% | +0.3% | -2.7% |
| 30D | -7.6% | -5.8% | -1.8% | -5.9% |
| 3M | -16.4% | -17.2% | +0.9% | -9.5% |
| 6M | -28.6% | -10.4% | -18.2% | -26.9% |
| YTD | -38.2% | -16.5% | -21.6% | -35.0% |
| 1Y | -25.5% | -35.6% | +10.1% | -16.7% |
| 3Y | +17.4% | -14.6% | +32.0% | +2.0% |
| 5Y | -3.0% | +16.5% | -19.4% | -34.4% |
| 10Y | +356.0% | +556.6% | -200.6% | -10.2% |
| All | +356.0% | +554.7% | -198.7% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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