+356.0%
ISRG vs UL
+65.6%
+290.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.1% |
| 7D | -5.2% | -1.3% | -3.9% | -4.6% |
| 30D | -7.6% | +0.9% | -8.5% | -7.9% |
| 3M | -16.4% | +14.2% | -30.6% | -21.0% |
| 6M | -28.6% | -3.2% | -25.4% | -27.9% |
| YTD | -38.2% | -0.3% | -37.8% | -38.6% |
| 1Y | -25.5% | -8.8% | -16.7% | -23.3% |
| 3Y | +17.4% | +23.9% | -6.4% | +3.5% |
| 5Y | -3.0% | +21.4% | -24.3% | -15.1% |
| 10Y | +356.0% | +66.7% | +289.3% | +270.0% |
| All | +356.0% | +65.6% | +290.4% | +270.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling