+57.0%
ISRG vs ULTA
+69.8%
-12.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.6% |
| 7D | -2.0% | +2.5% | -4.5% | -2.5% |
| 30D | +5.6% | +11.5% | -6.0% | +3.7% |
| 3M | +10.5% | +28.1% | -17.6% | +6.1% |
| 6M | +2.6% | +34.2% | -31.6% | -2.5% |
| YTD | -21.7% | +9.2% | -30.9% | -23.4% |
| 1Y | -21.6% | +23.7% | -45.3% | -24.8% |
| 3Y | +57.0% | +69.2% | -12.1% | +38.5% |
| All | +57.0% | +69.8% | -12.7% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling