+366.0%
ISRG vs UEC
+933.9%
-567.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.5% | -4.9% |
| 7D | -5.2% | +2.6% | -7.8% | -5.5% |
| 30D | -7.6% | +5.6% | -13.2% | -8.4% |
| 3M | -16.4% | -5.7% | -10.6% | -16.5% |
| 6M | -28.6% | -8.0% | -20.5% | -29.3% |
| YTD | -38.2% | +1.8% | -40.0% | -40.2% |
| 1Y | -25.5% | +0.6% | -26.1% | -28.9% |
| 3Y | +17.4% | +155.2% | -137.7% | -6.2% |
| 5Y | -3.0% | +305.8% | -308.8% | -31.2% |
| All | +366.0% | +933.9% | -567.9% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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