-1.0%
ISRG vs USHY
+21.5%
-22.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.3% |
| 7D | -5.0% | -0.1% | -4.9% | -4.7% |
| 30D | -10.2% | 0.0% | -10.2% | -10.1% |
| 3M | -17.2% | +0.8% | -18.0% | -18.6% |
| 6M | -28.4% | +1.9% | -30.4% | -31.2% |
| YTD | -37.6% | +2.3% | -39.9% | -40.5% |
| 1Y | -24.4% | +4.1% | -28.6% | -30.8% |
| 3Y | +18.4% | +27.8% | -9.3% | -28.5% |
| 5Y | -1.0% | +21.5% | -22.5% | -19.1% |
| All | -1.0% | +21.5% | -22.5% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling