-3.9%
ISRG vs UMAC
+494.0%
-497.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | -0.8% |
| 7D | -1.6% | -0.9% | -0.7% | -1.6% |
| 30D | -2.3% | -7.7% | +5.4% | -2.2% |
| 3M | -12.4% | -26.4% | +14.0% | -12.2% |
| 6M | -26.8% | +61.9% | -88.7% | -28.1% |
| YTD | -35.3% | +86.5% | -121.8% | -36.7% |
| 1Y | -19.3% | +156.3% | -175.6% | -22.0% |
| All | -3.9% | +494.0% | -497.9% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling