+19.2%
ISRG vs UEC
+157.0%
-137.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.6% | -6.9% | +5.4% | -1.2% |
| 30D | -2.3% | +7.6% | -9.9% | -2.8% |
| 3M | -12.4% | -18.4% | +5.9% | -11.8% |
| 6M | -26.8% | -23.3% | -3.6% | -26.5% |
| YTD | -35.3% | -1.2% | -34.1% | -36.4% |
| 1Y | -19.3% | +2.3% | -21.6% | -22.1% |
| All | +19.2% | +157.0% | -137.8% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling