+2.0%
ISRG vs UAL
+142.0%
-140.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.5% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | -2.3% | -16.1% | +13.8% | +2.0% |
| 3M | -12.4% | +6.1% | -18.6% | -14.1% |
| 6M | -26.8% | +10.8% | -37.7% | -29.6% |
| YTD | -35.3% | -0.4% | -34.9% | -36.3% |
| 1Y | -19.3% | +5.0% | -24.3% | -22.2% |
| 3Y | +18.1% | +124.0% | -105.9% | -11.5% |
| All | +2.0% | +142.0% | -140.0% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling