-23.2%
ISRG vs UNP
+38.2%
-61.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -6.1% | +2.1% | -8.2% | -6.2% |
| 30D | +4.2% | +7.7% | -3.5% | +4.2% |
| 3M | +9.6% | +4.0% | +5.6% | +9.8% |
| 6M | +1.9% | +15.7% | -13.8% | +0.6% |
| YTD | -22.3% | +33.5% | -55.8% | -23.1% |
| 1Y | -23.2% | +38.9% | -62.1% | -25.7% |
| All | -23.2% | +38.2% | -61.3% | -25.7% |
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