+1,415.3%
ISRG vs URA
-53.7%
+1,469.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.4% | -1.4% |
| 7D | +4.4% | -13.3% | +17.7% | +8.3% |
| 30D | +15.8% | -25.9% | +41.6% | +24.8% |
| 3M | +24.9% | -27.8% | +52.6% | +34.8% |
| 6M | +3.8% | -42.8% | +46.6% | +17.9% |
| YTD | -17.3% | -27.5% | +10.2% | -13.5% |
| 1Y | -14.6% | -35.1% | +20.5% | -8.2% |
| 3Y | +68.2% | +31.1% | +37.2% | +39.4% |
| 5Y | +28.4% | +29.8% | -1.4% | +3.4% |
| 10Y | +528.0% | +265.1% | +262.9% | +242.0% |
| All | +1,415.3% | -53.7% | +1,469.0% | +1,186.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling