+22,229.9%
ISRG vs UNP
+4,719.8%
+17,510.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.7% | -2.1% |
| 7D | +4.8% | -4.6% | +9.4% | +7.2% |
| 30D | +9.2% | +5.6% | +3.6% | +6.5% |
| 3M | +21.2% | -1.3% | +22.5% | +21.6% |
| 6M | +0.2% | +9.2% | -9.0% | -4.8% |
| YTD | -20.1% | +27.3% | -47.4% | -30.0% |
| 1Y | -17.3% | +35.9% | -53.3% | -29.9% |
| 3Y | +63.3% | +45.5% | +17.8% | +31.9% |
| 5Y | +24.1% | +36.0% | -11.9% | +2.5% |
| 10Y | +507.0% | +307.2% | +199.8% | +190.2% |
| All | +22,229.9% | +4,719.8% | +17,510.1% | +4,758.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling