+17,983.8%
ISRG vs URI
+5,687.7%
+12,296.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.3% |
| 7D | -1.6% | -2.0% | +0.4% | -1.1% |
| 30D | -2.3% | -12.9% | +10.7% | +1.1% |
| 3M | -12.4% | -6.7% | -5.7% | -11.3% |
| 6M | -26.8% | +19.0% | -45.8% | -31.1% |
| YTD | -35.3% | +25.5% | -60.8% | -40.2% |
| 1Y | -19.3% | +5.5% | -24.9% | -22.4% |
| 3Y | +18.1% | +111.3% | -93.2% | -7.1% |
| 5Y | +2.6% | +198.6% | -195.9% | -27.3% |
| 10Y | +379.4% | +1,179.9% | -800.5% | +120.4% |
| All | +17,983.8% | +5,687.7% | +12,296.2% | +3,384.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling