-19.3%
ISRG vs USAR
+27.9%
-47.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.8% |
| 7D | -1.6% | -2.1% | +0.5% | -1.6% |
| 30D | -2.3% | +2.6% | -4.9% | -2.3% |
| 3M | -12.4% | -35.0% | +22.6% | -12.5% |
| 6M | -26.8% | -6.9% | -20.0% | -27.2% |
| YTD | -35.3% | +48.0% | -83.2% | -34.8% |
| 1Y | -19.3% | +24.8% | -44.1% | -22.8% |
| All | -19.3% | +27.9% | -47.2% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling