+16.8%
ISRG vs UVXY
-94.7%
+111.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +1.2% |
| 7D | -5.0% | +2.3% | -7.3% | -4.7% |
| 30D | -10.2% | -15.0% | +4.8% | -12.0% |
| 3M | -17.2% | -39.8% | +22.6% | -21.6% |
| 6M | -28.4% | -60.0% | +31.6% | -34.7% |
| YTD | -37.6% | -48.8% | +11.2% | -40.5% |
| 1Y | -24.4% | -67.3% | +42.8% | -30.8% |
| All | +16.8% | -94.7% | +111.5% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling