+15,556.1%
ISRG vs UMC
+166.6%
+15,389.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.3% |
| 7D | -2.0% | +11.2% | -13.2% | -4.2% |
| 30D | +5.6% | -28.0% | +33.6% | +12.2% |
| 3M | +10.5% | -20.5% | +31.1% | +14.2% |
| 6M | +2.6% | -1.6% | +4.2% | -1.7% |
| YTD | -21.7% | +99.4% | -121.1% | -36.9% |
| 1Y | -21.6% | +120.4% | -142.0% | -38.3% |
| 3Y | +57.0% | +134.2% | -77.2% | +20.1% |
| 5Y | +25.0% | +78.8% | -53.9% | -0.1% |
| 10Y | +542.1% | +1,280.4% | -738.3% | +212.7% |
| All | +15,556.1% | +166.6% | +15,389.5% | +6,296.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling