+22,229.9%
ISRG vs UTHR
+1,207.0%
+21,022.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | +4.8% | -6.1% | +10.9% | +6.2% |
| 30D | +9.2% | +3.1% | +6.1% | +8.6% |
| 3M | +21.2% | +5.5% | +15.7% | +19.4% |
| 6M | +0.2% | -5.8% | +6.1% | +0.9% |
| YTD | -20.1% | +15.3% | -35.4% | -23.2% |
| 1Y | -17.3% | +23.8% | -41.1% | -21.7% |
| 3Y | +63.3% | +146.3% | -83.0% | +29.7% |
| 5Y | +24.1% | +177.8% | -153.7% | -5.4% |
| 10Y | +507.0% | +392.4% | +114.6% | +291.6% |
| All | +22,229.9% | +1,207.0% | +21,022.8% | +10,155.0% |
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