-20.1%
ISRG vs UEC
-40.9%
+20.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.1% | -8.4% | +1.6% |
| 7D | +5.4% | +1.5% | +4.0% | +5.4% |
| 30D | +8.6% | -17.1% | +25.7% | +8.9% |
| 3M | +21.6% | -32.3% | +53.9% | +22.2% |
| 6M | +2.3% | -49.7% | +52.1% | +2.9% |
| YTD | -18.7% | -34.8% | +16.1% | -19.7% |
| All | -20.1% | -40.9% | +20.8% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling