-20.1%
ISRG vs UNP
+37.2%
-57.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | +1.6% |
| 7D | +5.4% | -3.3% | +8.7% | +5.5% |
| 30D | +8.6% | +6.7% | +1.9% | +8.8% |
| 3M | +21.6% | +1.8% | +19.8% | +21.9% |
| 6M | +2.3% | +13.3% | -11.0% | +1.2% |
| YTD | -18.7% | +30.3% | -49.0% | -19.4% |
| All | -20.1% | +37.2% | -57.3% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling