+12,842.4%
ISRG vs UMC
+259.6%
+12,582.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -1.8% |
| 7D | -1.6% | +5.0% | -6.5% | -2.6% |
| 30D | -2.3% | +7.7% | -9.9% | -3.9% |
| 3M | -12.4% | +1.7% | -14.1% | -14.7% |
| 6M | -26.8% | +113.9% | -140.8% | -40.3% |
| YTD | -35.3% | +168.9% | -204.2% | -50.3% |
| 1Y | -19.3% | +207.2% | -226.5% | -40.1% |
| 3Y | +18.1% | +227.7% | -209.6% | -14.7% |
| 5Y | +2.6% | +118.0% | -115.4% | -20.4% |
| 10Y | +379.4% | +1,682.1% | -1,302.7% | +124.4% |
| All | +12,842.4% | +259.6% | +12,582.7% | +4,936.8% |
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