+66.2%
ISRG vs UPS
-10.0%
+76.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -2.9% |
| 7D | +4.8% | 0.0% | +4.8% | +4.9% |
| 30D | +9.2% | +17.3% | -8.1% | +6.6% |
| 3M | +21.2% | +6.6% | +14.5% | +19.9% |
| 6M | +0.2% | +12.0% | -11.8% | -1.9% |
| YTD | -20.1% | +14.4% | -34.4% | -22.4% |
| 1Y | -17.3% | +23.3% | -40.6% | -21.0% |
| All | +66.2% | -10.0% | +76.3% | +56.7% |
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