+2.0%
ISRG vs UEC
+274.7%
-272.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.6% | -6.9% | +5.4% | -0.8% |
| 30D | -2.3% | +7.6% | -9.9% | -3.3% |
| 3M | -12.4% | -18.4% | +5.9% | -11.2% |
| 6M | -26.8% | -23.3% | -3.6% | -26.0% |
| YTD | -35.3% | -1.2% | -34.1% | -37.3% |
| 1Y | -19.3% | +2.3% | -21.6% | -23.6% |
| 3Y | +18.1% | +162.3% | -144.1% | -10.1% |
| All | +2.0% | +274.7% | -272.6% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling