-26.8%
ISRG vs UMC
+113.5%
-140.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -0.7% |
| 7D | -1.6% | +5.0% | -6.5% | -1.5% |
| 30D | -2.3% | +7.7% | -9.9% | -2.1% |
| 3M | -12.4% | +1.7% | -14.1% | -13.4% |
| 6M | -26.8% | +113.9% | -140.8% | -34.2% |
| All | -26.8% | +113.5% | -140.3% | -34.2% |
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