-19.9%
ISRG vs UMAC
+138.6%
-158.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.2% | +5.3% | +2.0% |
| 7D | -2.5% | -4.0% | +1.5% | -2.5% |
| 30D | -10.2% | -9.4% | -0.8% | -10.1% |
| 3M | -12.5% | +3.0% | -15.5% | -12.2% |
| 6M | -25.8% | +27.2% | -53.0% | -25.4% |
| YTD | -36.4% | +84.7% | -121.0% | -36.6% |
| 1Y | -19.9% | +136.5% | -156.4% | -22.4% |
| All | -19.9% | +138.6% | -158.5% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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