+22,229.9%
ISRG vs UL
+817.0%
+21,412.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.8% | -2.1% |
| 7D | +4.8% | +1.1% | +3.7% | +4.3% |
| 30D | +9.2% | +8.2% | +1.0% | +5.2% |
| 3M | +21.2% | +4.5% | +16.6% | +18.5% |
| 6M | +0.2% | +12.6% | -12.3% | -5.6% |
| YTD | -20.1% | +3.5% | -23.6% | -22.1% |
| 1Y | -17.3% | -0.4% | -16.9% | -18.1% |
| 3Y | +63.3% | +36.0% | +27.3% | +36.1% |
| 5Y | +24.1% | +30.9% | -6.9% | +3.6% |
| 10Y | +507.0% | +97.5% | +409.4% | +299.6% |
| All | +22,229.9% | +817.0% | +21,412.9% | +7,870.0% |
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 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