+63.3%
ISRG vs UL
+35.9%
+27.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.8% | -2.7% |
| 7D | +4.8% | +1.1% | +3.7% | +4.6% |
| 30D | +9.2% | +8.2% | +1.0% | +7.3% |
| 3M | +21.2% | +4.5% | +16.6% | +19.9% |
| 6M | +0.2% | +12.6% | -12.3% | -2.2% |
| YTD | -20.1% | +3.5% | -23.6% | -21.6% |
| 1Y | -17.3% | -0.4% | -16.9% | -18.5% |
| 3Y | +63.3% | +36.0% | +27.3% | +59.9% |
| All | +63.3% | +35.9% | +27.4% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling