+2,550.4%
ISRG vs UEC
+73.5%
+2,476.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.6% | -6.9% | +5.4% | -1.0% |
| 30D | -2.3% | +7.6% | -9.9% | -3.1% |
| 3M | -12.4% | -18.4% | +5.9% | -11.5% |
| 6M | -26.8% | -23.3% | -3.6% | -26.2% |
| YTD | -35.3% | -1.2% | -34.1% | -36.5% |
| 1Y | -19.3% | +2.3% | -21.6% | -22.0% |
| 3Y | +18.1% | +162.3% | -144.1% | +1.2% |
| 5Y | +2.6% | +287.2% | -284.6% | -18.3% |
| 10Y | +379.4% | +1,009.6% | -630.2% | +220.0% |
| All | +2,550.4% | +73.5% | +2,476.9% | +1,443.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling