+374.7%
ISRG vs UMC
+1,818.5%
-1,443.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.6% | +2.6% |
| 7D | -2.5% | +11.4% | -13.9% | -4.9% |
| 30D | -10.2% | +16.8% | -27.0% | -13.4% |
| 3M | -12.5% | +19.1% | -31.6% | -18.2% |
| 6M | -25.8% | +137.4% | -163.2% | -43.0% |
| YTD | -36.4% | +186.4% | -222.7% | -54.3% |
| 1Y | -19.9% | +229.1% | -249.0% | -44.8% |
| 3Y | +20.9% | +257.9% | -237.0% | -20.2% |
| 5Y | +5.7% | +137.5% | -131.9% | -25.0% |
| All | +374.7% | +1,818.5% | -1,443.8% | +86.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling