-1.0%
ISRG vs UNP
+48.4%
-49.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.4% |
| 7D | -5.0% | -1.7% | -3.3% | -4.3% |
| 30D | -10.2% | -2.1% | -8.1% | -9.5% |
| 3M | -17.2% | +5.4% | -22.6% | -19.5% |
| 6M | -28.4% | +13.4% | -41.8% | -33.0% |
| YTD | -37.6% | +25.0% | -62.6% | -44.4% |
| 1Y | -24.4% | +34.6% | -59.0% | -35.2% |
| 3Y | +18.4% | +43.6% | -25.2% | -4.4% |
| 5Y | -1.0% | +51.7% | -52.7% | -19.3% |
| All | -1.0% | +48.4% | -49.4% | -19.3% |
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