+25.5%
ISRG vs UNP
+39.6%
-14.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | -2.0% | +4.2% | -6.3% | -3.7% |
| 30D | +5.6% | +5.6% | 0.0% | +3.3% |
| 3M | +10.5% | +2.0% | +8.5% | +9.5% |
| 6M | +2.6% | +15.4% | -12.8% | -4.3% |
| YTD | -21.7% | +32.7% | -54.4% | -32.0% |
| 1Y | -21.6% | +39.4% | -61.0% | -33.6% |
| 3Y | +57.0% | +54.3% | +2.7% | +22.6% |
| All | +25.5% | +39.6% | -14.1% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling