-7.5%
ISRG vs UMAC
+508.0%
-515.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.3% | +1.0% |
| 7D | -5.0% | +3.3% | -8.3% | -5.1% |
| 30D | -10.2% | -10.4% | +0.2% | -10.1% |
| 3M | -17.2% | +1.8% | -19.0% | -17.4% |
| 6M | -28.4% | +40.7% | -69.2% | -29.4% |
| YTD | -37.6% | +90.9% | -128.5% | -39.0% |
| 1Y | -24.4% | +151.8% | -176.2% | -26.9% |
| All | -7.5% | +508.0% | -515.5% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling