+22,068.6%
ISRG vs UL
+813.9%
+21,254.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | -6.8% | -1.7% | -5.1% | -6.0% |
| 30D | +5.1% | +4.5% | +0.6% | +2.9% |
| 3M | +12.0% | +5.5% | +6.6% | +9.1% |
| 6M | +7.0% | +17.0% | -10.0% | -1.0% |
| YTD | -20.6% | +3.2% | -23.8% | -22.5% |
| 1Y | -21.4% | -1.9% | -19.6% | -21.6% |
| 3Y | +62.0% | +33.6% | +28.4% | +36.3% |
| 5Y | +28.1% | +31.5% | -3.3% | +6.7% |
| 10Y | +550.7% | +103.9% | +446.8% | +321.2% |
| All | +22,068.6% | +813.9% | +21,254.7% | +7,825.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling