+536.3%
ISRG vs UEC
+765.9%
-229.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.1% | -8.4% | +0.5% |
| 7D | +5.4% | +1.5% | +4.0% | +5.0% |
| 30D | +8.6% | -17.1% | +25.7% | +10.6% |
| 3M | +21.6% | -32.3% | +53.9% | +26.2% |
| 6M | +2.3% | -49.7% | +52.1% | +8.6% |
| YTD | -18.7% | -34.8% | +16.1% | -17.6% |
| 1Y | -17.8% | -37.5% | +19.8% | -16.6% |
| 3Y | +69.1% | +37.1% | +32.0% | +45.2% |
| 5Y | +26.5% | +44.3% | -17.8% | +1.1% |
| 10Y | +536.3% | +737.4% | -201.1% | +256.8% |
| All | +536.3% | +765.9% | -229.6% | +256.8% |
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