+63.3%
ISRG vs UAL
+197.6%
-134.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.0% | -5.4% | -3.8% |
| 7D | +4.8% | +8.2% | -3.3% | +3.1% |
| 30D | +9.2% | +2.3% | +6.9% | +8.5% |
| 3M | +21.2% | -12.7% | +33.8% | +24.4% |
| 6M | +0.2% | +12.7% | -12.5% | -3.1% |
| YTD | -20.1% | +0.8% | -20.9% | -21.5% |
| 1Y | -17.3% | +17.8% | -35.1% | -21.7% |
| 3Y | +63.3% | +206.7% | -143.4% | +24.2% |
| All | +63.3% | +197.6% | -134.3% | +24.2% |
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