+195.4%
ISRG vs USHY
+50.7%
+144.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.6% | -0.1% | -1.5% | -1.3% |
| 30D | -2.3% | +0.1% | -2.4% | -2.4% |
| 3M | -12.4% | +0.8% | -13.3% | -13.9% |
| 6M | -26.8% | +1.7% | -28.6% | -29.4% |
| YTD | -35.3% | +2.5% | -37.7% | -38.5% |
| 1Y | -19.3% | +4.4% | -23.7% | -26.4% |
| 3Y | +18.1% | +27.4% | -9.2% | -28.9% |
| 5Y | +2.6% | +21.7% | -19.1% | -29.6% |
| All | +195.4% | +50.7% | +144.7% | +27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling