-8.3%
ISRG vs UMAC
+549.5%
-557.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +9.3% | -13.9% | -4.6% |
| 7D | -5.2% | +14.7% | -19.9% | -5.4% |
| 30D | -7.6% | -0.5% | -7.1% | -7.6% |
| 3M | -16.4% | +0.5% | -16.9% | -16.5% |
| 6M | -28.6% | +57.9% | -86.5% | -29.7% |
| YTD | -38.2% | +103.9% | -142.1% | -39.6% |
| 1Y | -25.5% | +159.3% | -184.8% | -27.9% |
| All | -8.3% | +549.5% | -557.8% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling