-1.0%
ISRG vs UMC
+145.1%
-146.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | 0.0% |
| 7D | -5.0% | +13.6% | -18.6% | -7.7% |
| 30D | -10.2% | +20.8% | -31.0% | -14.0% |
| 3M | -17.2% | +16.1% | -33.3% | -22.4% |
| 6M | -28.4% | +137.3% | -165.7% | -47.1% |
| YTD | -37.6% | +193.8% | -231.4% | -58.2% |
| 1Y | -24.4% | +236.1% | -260.5% | -52.0% |
| 3Y | +18.4% | +267.1% | -248.7% | -30.3% |
| 5Y | -1.0% | +145.3% | -146.2% | -35.6% |
| All | -1.0% | +145.1% | -146.0% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling