+22,229.9%
ISRG vs UPS
+274.5%
+21,955.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -2.1% |
| 7D | +4.8% | 0.0% | +4.8% | +5.0% |
| 30D | +9.2% | +17.3% | -8.1% | +0.5% |
| 3M | +21.2% | +6.6% | +14.5% | +16.8% |
| 6M | +0.2% | +12.0% | -11.8% | -6.8% |
| YTD | -20.1% | +14.4% | -34.4% | -27.5% |
| 1Y | -17.3% | +23.3% | -40.6% | -28.3% |
| 3Y | +63.3% | -9.6% | +72.9% | +58.4% |
| 5Y | +24.1% | -34.1% | +58.2% | +41.6% |
| 10Y | +507.0% | +49.5% | +457.5% | +279.7% |
| All | +22,229.9% | +274.5% | +21,955.4% | +6,571.0% |
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