+386.2%
ISRG vs UVXY
-100.0%
+486.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.8% | +9.2% | +1.4% |
| 7D | +0.7% | +2.8% | -2.1% | +1.2% |
| 30D | -8.0% | -11.4% | +3.4% | -9.5% |
| 3M | -10.6% | -41.5% | +30.9% | -16.4% |
| 6M | -25.1% | -61.0% | +35.9% | -33.0% |
| YTD | -34.8% | -49.8% | +15.0% | -38.4% |
| 1Y | -19.0% | -66.4% | +47.4% | -26.6% |
| 3Y | +22.1% | -94.8% | +116.9% | +2.2% |
| 5Y | +8.2% | -99.7% | +107.9% | -29.4% |
| All | +386.2% | -100.0% | +486.2% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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