+17.4%
ISRG vs USHY
+27.8%
-10.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.4% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -7.6% | 0.0% | -7.5% | -7.5% |
| 3M | -16.4% | +1.2% | -17.5% | -18.9% |
| 6M | -28.6% | +2.6% | -31.2% | -33.5% |
| YTD | -38.2% | +2.4% | -40.6% | -42.1% |
| 1Y | -25.5% | +4.2% | -29.7% | -33.7% |
| 3Y | +17.4% | +28.0% | -10.6% | -34.6% |
| All | +17.4% | +27.8% | -10.4% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling