+22,093.8%
ISRG vs UPS
+284.0%
+21,809.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +2.1% | +1.7% | +0.4% | +1.4% |
| 30D | +6.2% | +17.4% | -11.3% | -2.4% |
| 3M | +14.4% | +7.7% | +6.7% | +9.7% |
| 6M | 0.0% | +13.8% | -13.8% | -7.8% |
| YTD | -20.5% | +17.3% | -37.8% | -28.9% |
| 1Y | -21.9% | +27.2% | -49.1% | -33.3% |
| 3Y | +62.2% | -5.6% | +67.8% | +53.6% |
| 5Y | +25.2% | -33.5% | +58.7% | +42.4% |
| 10Y | +537.3% | +43.7% | +493.7% | +311.3% |
| All | +22,093.8% | +284.0% | +21,809.8% | +6,444.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling