+23.4%
ISRG vs UNP
+45.7%
-22.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -1.6% | -5.3% | +3.8% | -0.1% |
| 30D | -2.3% | -1.5% | -0.7% | -1.9% |
| 3M | -12.4% | +10.3% | -22.7% | -15.3% |
| 6M | -26.8% | +9.7% | -36.5% | -29.3% |
| YTD | -35.3% | +27.1% | -62.4% | -40.7% |
| 1Y | -19.3% | +32.6% | -51.9% | -27.4% |
| All | +23.4% | +45.7% | -22.3% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling