-20.9%
ISRG vs UVXY
-64.4%
+43.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.2% | -3.1% | +2.8% |
| 7D | -2.5% | +11.0% | -13.6% | -1.0% |
| 30D | -10.2% | -8.8% | -1.4% | -11.3% |
| 3M | -12.5% | -41.9% | +29.4% | -17.9% |
| 6M | -25.8% | -61.2% | +35.4% | -33.0% |
| YTD | -36.4% | -46.2% | +9.8% | -38.9% |
| All | -20.9% | -64.4% | +43.5% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling