+19,754.0%
ISRG vs SNY
+241.5%
+19,512.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | -2.5% | -3.6% | +1.1% | -1.0% |
| 30D | -10.2% | -1.9% | -8.2% | -9.4% |
| 3M | -12.5% | -2.0% | -10.6% | -11.9% |
| 6M | -25.8% | +2.5% | -28.4% | -26.6% |
| YTD | -36.4% | -7.0% | -29.4% | -34.7% |
| 1Y | -19.9% | -4.4% | -15.5% | -19.0% |
| 3Y | +20.9% | -8.4% | +29.3% | +20.0% |
| 5Y | +5.7% | +9.5% | -3.9% | -4.9% |
| 10Y | +379.7% | +64.3% | +315.4% | +258.0% |
| All | +19,754.0% | +241.5% | +19,512.4% | +10,345.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling