+63.3%
ISRG vs UNP
+46.2%
+17.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.7% | -2.6% |
| 7D | +4.8% | -4.6% | +9.4% | +6.2% |
| 30D | +9.2% | +5.6% | +3.6% | +7.8% |
| 3M | +21.2% | -1.3% | +22.5% | +21.6% |
| 6M | +0.2% | +9.2% | -9.0% | -3.0% |
| YTD | -20.1% | +27.3% | -47.4% | -27.0% |
| 1Y | -17.3% | +35.9% | -53.3% | -26.5% |
| 3Y | +63.3% | +45.5% | +17.8% | +34.8% |
| All | +63.3% | +46.2% | +17.1% | +34.8% |
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