+16.8%
ISRG vs HUM
-11.5%
+28.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +0.9% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | -10.2% | +3.7% | -13.9% | -10.3% |
| 3M | -17.2% | +10.4% | -27.6% | -17.7% |
| 6M | -28.4% | +125.7% | -154.2% | -31.5% |
| YTD | -37.6% | +57.3% | -95.0% | -39.3% |
| 1Y | -24.4% | +48.6% | -73.1% | -26.4% |
| All | +16.8% | -11.5% | +28.4% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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