+2.6%
ISRG vs UMC
+0.6%
+2.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.7% |
| 7D | -2.0% | +11.2% | -13.2% | -1.4% |
| 30D | +5.6% | -28.0% | +33.6% | +2.9% |
| 3M | +10.5% | -20.5% | +31.1% | +8.5% |
| 6M | +2.6% | -1.6% | +4.2% | +3.0% |
| All | +2.6% | +0.6% | +2.0% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling