+356.0%
ISRG vs UNP
+273.1%
+82.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.3% |
| 7D | -5.2% | -0.7% | -4.4% | -4.8% |
| 30D | -7.6% | -1.1% | -6.4% | -7.1% |
| 3M | -16.4% | +7.9% | -24.2% | -19.9% |
| 6M | -28.6% | +14.6% | -43.2% | -34.2% |
| YTD | -38.2% | +26.6% | -64.8% | -46.2% |
| 1Y | -25.5% | +35.6% | -61.1% | -37.6% |
| 3Y | +17.4% | +45.5% | -28.1% | -7.5% |
| 5Y | -3.0% | +50.0% | -53.0% | -25.8% |
| 10Y | +356.0% | +271.8% | +84.1% | +157.0% |
| All | +356.0% | +273.1% | +82.9% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 10y: compounded portfolio wealth divided by compounded UNP 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…
10y analysis · Full analysis span regression · 6 months rolling