+23.9%
ISRG vs UEC
+47.5%
-23.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.8% | -10.1% | -4.1% |
| 7D | +4.8% | -10.2% | +15.1% | +6.0% |
| 30D | +9.2% | -26.9% | +36.2% | +13.0% |
| 3M | +21.2% | -35.7% | +56.9% | +26.6% |
| 6M | +0.2% | -56.1% | +56.4% | +8.5% |
| YTD | -20.1% | -40.8% | +20.7% | -18.4% |
| 1Y | -17.3% | -43.4% | +26.0% | -15.6% |
| 3Y | +63.3% | +25.4% | +38.0% | +34.4% |
| All | +23.9% | +47.5% | -23.6% | -8.1% |
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