-21.6%
ISRG vs UPS
+24.6%
-46.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.5% |
| 7D | -2.0% | +3.8% | -5.8% | -2.6% |
| 30D | +5.6% | +17.4% | -11.8% | +3.9% |
| 3M | +10.5% | +8.2% | +2.3% | +9.6% |
| 6M | +2.6% | +17.9% | -15.3% | +0.5% |
| YTD | -21.7% | +18.7% | -40.4% | -23.7% |
| 1Y | -21.6% | +24.8% | -46.4% | -24.2% |
| All | -21.6% | +24.6% | -46.2% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling