+23.9%
ISRG vs URA
+33.4%
-9.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.4% | -7.7% | -4.4% |
| 7D | +4.8% | -4.1% | +8.9% | +5.8% |
| 30D | +9.2% | -19.0% | +28.2% | +14.6% |
| 3M | +21.2% | -25.1% | +46.3% | +28.8% |
| 6M | +0.2% | -44.5% | +44.7% | +14.1% |
| YTD | -20.1% | -24.3% | +4.3% | -18.2% |
| 1Y | -17.3% | -28.1% | +10.8% | -14.4% |
| 3Y | +63.3% | +40.7% | +22.6% | +23.4% |
| All | +23.9% | +33.4% | -9.5% | -8.5% |
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