+21,775.7%
ISRG vs HUM
+10,254.5%
+11,521.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | -2.0% | +3.7% | -5.8% | -3.1% |
| 30D | +5.6% | +5.5% | 0.0% | +3.8% |
| 3M | +10.5% | +17.1% | -6.6% | +5.3% |
| 6M | +2.6% | +48.3% | -45.7% | -9.2% |
| YTD | -21.7% | +77.4% | -99.1% | -35.4% |
| 1Y | -21.6% | +92.6% | -114.1% | -36.9% |
| 3Y | +57.0% | -6.1% | +63.1% | +47.2% |
| 5Y | +25.0% | +6.2% | +18.7% | +10.0% |
| 10Y | +542.1% | +153.6% | +388.5% | +326.6% |
| All | +21,775.7% | +10,254.5% | +11,521.2% | +4,589.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling