+2.0%
ISRG vs URI
+200.7%
-198.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.3% |
| 7D | -1.6% | -2.0% | +0.4% | -1.0% |
| 30D | -2.3% | -12.9% | +10.7% | +1.8% |
| 3M | -12.4% | -6.7% | -5.7% | -11.1% |
| 6M | -26.8% | +19.0% | -45.8% | -32.0% |
| YTD | -35.3% | +25.5% | -60.8% | -41.5% |
| 1Y | -19.3% | +5.5% | -24.9% | -22.9% |
| 3Y | +18.1% | +111.3% | -93.2% | -18.5% |
| All | +2.0% | +200.7% | -198.6% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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