-25.5%
ISRG vs UEC
+5.5%
-31.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.5% | -4.5% |
| 7D | -5.2% | +2.6% | -7.8% | -5.2% |
| 30D | -7.6% | +5.6% | -13.2% | -7.7% |
| 3M | -16.4% | -5.7% | -10.6% | -16.6% |
| 6M | -28.6% | -8.0% | -20.5% | -29.0% |
| YTD | -38.2% | +1.8% | -40.0% | -38.0% |
| 1Y | -25.5% | +0.6% | -26.1% | -24.4% |
| All | -25.5% | +5.5% | -31.0% | -24.4% |
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