+17.4%
ISRG vs UMC
+252.5%
-235.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.1% | -9.6% | -5.0% |
| 7D | -5.2% | +6.6% | -11.8% | -5.8% |
| 30D | -7.6% | +16.6% | -24.1% | -9.1% |
| 3M | -16.4% | +11.0% | -27.4% | -18.9% |
| 6M | -28.6% | +131.3% | -159.9% | -41.1% |
| YTD | -38.2% | +182.5% | -220.7% | -52.6% |
| 1Y | -25.5% | +222.3% | -247.8% | -45.2% |
| 3Y | +17.4% | +253.0% | -235.6% | -23.1% |
| All | +17.4% | +252.5% | -235.1% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling