+1,086.0%
ISRG vs URA
-31.1%
+1,117.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | -1.6% | +1.1% | -2.7% | -1.9% |
| 30D | -2.3% | +7.4% | -9.7% | -4.3% |
| 3M | -12.4% | -8.4% | -4.1% | -11.1% |
| 6M | -26.8% | -12.7% | -14.1% | -25.5% |
| YTD | -35.3% | +7.8% | -43.0% | -38.6% |
| 1Y | -19.3% | +19.5% | -38.8% | -27.1% |
| 3Y | +18.1% | +116.4% | -98.3% | -14.2% |
| 5Y | +2.6% | +134.3% | -131.6% | -30.1% |
| 10Y | +379.4% | +359.3% | +20.2% | +147.0% |
| All | +1,086.0% | -31.1% | +1,117.1% | +812.7% |
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