+550.7%
ISRG vs UAL
+97.8%
+452.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.3% |
| 7D | -6.8% | +2.3% | -9.0% | -7.3% |
| 30D | +5.1% | +13.3% | -8.2% | +2.0% |
| 3M | +12.0% | -6.3% | +18.3% | +13.2% |
| 6M | +7.0% | +22.5% | -15.5% | +1.3% |
| YTD | -20.6% | +5.9% | -26.5% | -23.0% |
| 1Y | -21.4% | +24.7% | -46.1% | -26.7% |
| 3Y | +62.0% | +211.6% | -149.6% | +17.9% |
| 5Y | +28.1% | +130.6% | -102.4% | -3.7% |
| 10Y | +550.7% | +96.5% | +454.2% | +392.5% |
| All | +550.7% | +97.8% | +452.9% | +392.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling