+15.2%
ISRG vs UMAC
+195.7%
-180.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.3% | -2.1% |
| 7D | -6.1% | +10.1% | -16.3% | -6.2% |
| 30D | +4.2% | -39.1% | +43.4% | +4.8% |
| 3M | +9.6% | -56.2% | +65.9% | +10.6% |
| 6M | +1.9% | -16.2% | +18.1% | +1.2% |
| YTD | -22.3% | -7.1% | -15.2% | -23.5% |
| 1Y | -23.2% | +10.3% | -33.4% | -24.7% |
| All | +15.2% | +195.7% | -180.5% | +5.2% |
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 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