+17,983.8%
ISRG vs UNP
+4,710.8%
+13,273.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -1.6% | -5.3% | +3.8% | +1.0% |
| 30D | -2.3% | -1.5% | -0.7% | -1.6% |
| 3M | -12.4% | +10.3% | -22.7% | -16.8% |
| 6M | -26.8% | +9.7% | -36.5% | -30.8% |
| YTD | -35.3% | +27.1% | -62.4% | -43.2% |
| 1Y | -19.3% | +32.6% | -51.9% | -30.8% |
| 3Y | +18.1% | +40.0% | -21.9% | -2.8% |
| 5Y | +2.6% | +50.8% | -48.2% | -19.4% |
| 10Y | +379.4% | +278.6% | +100.8% | +136.9% |
| All | +17,983.8% | +4,710.8% | +13,273.0% | +3,843.7% |
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