+370.1%
ISRG vs UPS
+35.1%
+335.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.4% |
| 7D | -5.0% | -3.7% | -1.3% | -3.6% |
| 30D | -10.2% | -3.7% | -6.5% | -8.9% |
| 3M | -17.2% | -6.6% | -10.6% | -15.5% |
| 6M | -28.4% | +2.6% | -31.0% | -30.0% |
| YTD | -37.6% | +4.8% | -42.4% | -39.8% |
| 1Y | -24.4% | +25.3% | -49.7% | -32.7% |
| 3Y | +18.4% | -26.9% | +45.3% | +27.6% |
| 5Y | -1.0% | -33.5% | +32.5% | +9.8% |
| 10Y | +370.1% | +36.1% | +334.1% | +233.8% |
| All | +370.1% | +35.1% | +335.1% | +233.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 10y: compounded portfolio wealth divided by compounded UPS 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…
10y analysis · Full analysis span regression · 6 months rolling