+197.4%
ISRG vs USHY
+49.7%
+147.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.3% |
| 7D | +0.7% | -0.7% | +1.4% | +2.2% |
| 30D | -8.0% | -0.7% | -7.3% | -6.6% |
| 3M | -10.6% | +0.1% | -10.6% | -10.6% |
| 6M | -25.1% | +1.8% | -26.9% | -27.8% |
| YTD | -34.8% | +1.8% | -36.6% | -37.1% |
| 1Y | -19.0% | +3.3% | -22.3% | -24.4% |
| 3Y | +22.1% | +27.0% | -4.9% | -26.0% |
| 5Y | +8.2% | +21.0% | -12.8% | -24.8% |
| All | +197.4% | +49.7% | +147.7% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling