+2.0%
ISRG vs URA
+128.0%
-126.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -1.6% | +1.1% | -2.7% | -1.8% |
| 30D | -2.3% | +7.4% | -9.7% | -4.1% |
| 3M | -12.4% | -8.4% | -4.1% | -11.2% |
| 6M | -26.8% | -12.7% | -14.1% | -25.6% |
| YTD | -35.3% | +7.8% | -43.0% | -38.4% |
| 1Y | -19.3% | +19.5% | -38.8% | -27.0% |
| 3Y | +18.1% | +116.4% | -98.3% | -15.8% |
| All | +2.0% | +128.0% | -126.0% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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