-21.6%
ISRG vs UVXY
-65.0%
+43.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.8% | +1.3% |
| 7D | -2.0% | -22.1% | +20.0% | -4.8% |
| 30D | +5.6% | +8.2% | -2.6% | +8.8% |
| 3M | +10.5% | -12.3% | +22.9% | +10.7% |
| 6M | +2.6% | -51.0% | +53.6% | -3.9% |
| YTD | -21.7% | -49.9% | +28.3% | -24.1% |
| 1Y | -21.6% | -67.7% | +46.2% | -28.1% |
| All | -21.6% | -65.0% | +43.5% | -28.1% |
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