+23.4%
ISRG vs UPS
-25.0%
+48.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.6% |
| 7D | -1.6% | -2.9% | +1.3% | -1.1% |
| 30D | -2.3% | -3.5% | +1.2% | -1.7% |
| 3M | -12.4% | -5.7% | -6.7% | -11.8% |
| 6M | -26.8% | -4.4% | -22.5% | -26.7% |
| YTD | -35.3% | +8.0% | -43.3% | -36.7% |
| 1Y | -19.3% | +29.0% | -48.4% | -24.2% |
| All | +23.4% | -25.0% | +48.4% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling