+69.1%
ISRG vs UAL
+210.6%
-141.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.8% | -5.1% | +0.2% |
| 7D | +5.4% | +10.2% | -4.8% | +3.2% |
| 30D | +8.6% | +12.0% | -3.4% | +5.8% |
| 3M | +21.6% | -7.1% | +28.7% | +23.0% |
| 6M | +2.3% | +20.9% | -18.6% | -2.6% |
| YTD | -18.7% | +7.7% | -26.3% | -21.3% |
| 1Y | -17.8% | +23.6% | -41.3% | -23.0% |
| 3Y | +69.1% | +222.6% | -153.5% | +28.6% |
| All | +69.1% | +210.6% | -141.5% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling