+5.7%
ISRG vs HUM
+0.5%
+5.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.0% |
| 7D | -2.5% | -1.4% | -1.1% | -2.4% |
| 30D | -10.2% | +7.5% | -17.6% | -10.8% |
| 3M | -12.5% | +10.2% | -22.7% | -13.6% |
| 6M | -25.8% | +132.5% | -158.3% | -32.6% |
| YTD | -36.4% | +57.6% | -94.0% | -39.9% |
| 1Y | -19.9% | +48.6% | -68.5% | -24.1% |
| 3Y | +20.9% | -11.2% | +32.0% | +22.0% |
| 5Y | +5.7% | +4.8% | +0.9% | -5.0% |
| All | +5.7% | +0.5% | +5.2% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling