+17,983.8%
ISRG vs UTHR
+1,034.0%
+16,949.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -1.6% | -5.4% | +3.8% | -0.5% |
| 30D | -2.3% | -6.0% | +3.8% | -1.1% |
| 3M | -12.4% | -11.0% | -1.5% | -10.5% |
| 6M | -26.8% | -0.5% | -26.3% | -27.2% |
| YTD | -35.3% | +0.1% | -35.3% | -35.8% |
| 1Y | -19.3% | +28.2% | -47.5% | -24.1% |
| 3Y | +18.1% | +113.8% | -95.7% | -3.2% |
| 5Y | +2.6% | +131.3% | -128.7% | -18.5% |
| 10Y | +379.4% | +296.7% | +82.7% | +223.7% |
| All | +17,983.8% | +1,034.0% | +16,949.9% | +8,474.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling