+28.0%
ISRG vs USAR
-18.7%
+46.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +10.8% | -14.2% | -3.2% |
| 7D | +4.8% | -14.5% | +19.3% | +4.6% |
| 30D | +9.2% | -37.8% | +47.1% | +8.7% |
| 3M | +21.2% | -52.8% | +73.9% | +20.2% |
| 6M | +0.2% | -71.2% | +71.5% | -1.1% |
| YTD | -20.1% | -30.9% | +10.8% | -19.7% |
| 1Y | -17.3% | -48.0% | +30.7% | -17.3% |
| 3Y | +63.3% | -19.7% | +83.0% | +74.6% |
| All | +28.0% | -18.7% | +46.7% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling