+57.0%
ISRG vs UMC
+131.8%
-74.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.0% |
| 7D | -2.0% | +11.2% | -13.2% | -2.9% |
| 30D | +5.6% | -28.0% | +33.6% | +8.0% |
| 3M | +10.5% | -20.5% | +31.1% | +11.5% |
| 6M | +2.6% | -1.6% | +4.2% | -2.8% |
| YTD | -21.7% | +99.4% | -121.1% | -37.7% |
| 1Y | -21.6% | +120.4% | -142.0% | -39.4% |
| 3Y | +57.0% | +134.2% | -77.2% | +11.9% |
| All | +57.0% | +131.8% | -74.7% | +11.9% |
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