+356.0%
ISRG vs UTHR
+308.5%
+47.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -4.9% |
| 7D | -5.2% | -2.9% | -2.3% | -4.7% |
| 30D | -7.6% | -7.6% | 0.0% | -6.2% |
| 3M | -16.4% | -8.6% | -7.8% | -15.0% |
| 6M | -28.6% | +4.1% | -32.7% | -29.6% |
| YTD | -38.2% | +2.2% | -40.4% | -39.0% |
| 1Y | -25.5% | +26.2% | -51.7% | -29.7% |
| 3Y | +17.4% | +121.2% | -103.8% | -6.0% |
| 5Y | -3.0% | +136.5% | -139.5% | -25.2% |
| 10Y | +356.0% | +300.1% | +55.9% | +184.2% |
| All | +356.0% | +308.5% | +47.4% | +184.2% |
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