-19.3%
ISRG vs UMC
+209.4%
-228.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -0.9% |
| 7D | -1.6% | +5.0% | -6.5% | -1.6% |
| 30D | -2.3% | +7.7% | -9.9% | -2.3% |
| 3M | -12.4% | +1.7% | -14.1% | -13.1% |
| 6M | -26.8% | +113.9% | -140.8% | -32.4% |
| YTD | -35.3% | +168.9% | -204.2% | -42.8% |
| 1Y | -19.3% | +207.2% | -226.5% | -30.2% |
| All | -19.3% | +209.4% | -228.8% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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