+536.3%
ISRG vs UTHR
+363.8%
+172.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +1.0% |
| 7D | +5.4% | -2.3% | +7.7% | +5.9% |
| 30D | +8.6% | +6.1% | +2.6% | +7.4% |
| 3M | +21.6% | +8.1% | +13.5% | +19.3% |
| 6M | +2.3% | +3.1% | -0.8% | +1.3% |
| YTD | -18.7% | +19.5% | -38.2% | -22.4% |
| 1Y | -17.8% | +29.7% | -47.5% | -22.9% |
| 3Y | +69.1% | +162.7% | -93.6% | +29.7% |
| 5Y | +26.5% | +192.8% | -166.3% | -7.8% |
| 10Y | +536.3% | +348.1% | +188.2% | +269.6% |
| All | +536.3% | +363.8% | +172.5% | +269.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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