+22.1%
ISRG vs SNY
-9.6%
+31.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +0.7% | -3.3% | +4.0% | +1.4% |
| 30D | -8.0% | -2.2% | -5.9% | -7.5% |
| 3M | -10.6% | -3.0% | -7.6% | -10.0% |
| 6M | -25.1% | +2.7% | -27.8% | -25.3% |
| YTD | -34.8% | -6.8% | -28.0% | -34.1% |
| 1Y | -19.0% | -5.3% | -13.8% | -18.4% |
| 3Y | +22.1% | -9.8% | +31.9% | +21.0% |
| All | +22.1% | -9.6% | +31.7% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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