-3.0%
ISRG vs UPS
-34.9%
+31.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -4.0% |
| 7D | -5.2% | -2.1% | -3.0% | -4.5% |
| 30D | -7.6% | -2.3% | -5.2% | -6.9% |
| 3M | -16.4% | -5.2% | -11.1% | -15.3% |
| 6M | -28.6% | +1.4% | -30.0% | -29.6% |
| YTD | -38.2% | +6.1% | -44.3% | -40.2% |
| 1Y | -25.5% | +27.0% | -52.5% | -32.7% |
| 3Y | +17.4% | -25.9% | +43.3% | +25.2% |
| 5Y | -3.0% | -34.6% | +31.6% | +7.7% |
| All | -3.0% | -34.9% | +31.9% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling