-19.9%
ISRG vs ULTA
+5.1%
-25.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.2% | +2.2% |
| 7D | -2.5% | -3.9% | +1.3% | -1.9% |
| 30D | -10.2% | -1.1% | -9.1% | -10.1% |
| 3M | -12.5% | +13.8% | -26.3% | -14.5% |
| 6M | -25.8% | -17.2% | -8.6% | -25.0% |
| YTD | -36.4% | -11.5% | -24.9% | -35.7% |
| 1Y | -19.9% | +3.9% | -23.8% | -18.1% |
| All | -19.9% | +5.1% | -25.0% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 1y: compounded portfolio wealth divided by compounded ULTA 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…
1y analysis · Full analysis span regression · 6 months rolling