+5.7%
ISRG vs UVXY
-99.6%
+105.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.2% | -3.1% | +2.9% |
| 7D | -2.5% | +11.0% | -13.6% | -0.9% |
| 30D | -10.2% | -8.8% | -1.4% | -11.3% |
| 3M | -12.5% | -41.9% | +29.4% | -18.8% |
| 6M | -25.8% | -61.2% | +35.4% | -34.3% |
| YTD | -36.4% | -46.2% | +9.8% | -39.6% |
| 1Y | -19.9% | -65.2% | +45.3% | -27.7% |
| 3Y | +20.9% | -94.6% | +115.4% | -2.5% |
| 5Y | +5.7% | -99.7% | +105.3% | -41.1% |
| All | +5.7% | -99.6% | +105.3% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling