+806.6%
ISRG vs UVXY
-100.0%
+906.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -1.6% | -5.0% | +3.4% | -2.1% |
| 30D | -2.3% | -20.5% | +18.3% | -4.8% |
| 3M | -12.4% | -36.6% | +24.1% | -16.2% |
| 6M | -26.8% | -56.9% | +30.1% | -32.0% |
| YTD | -35.3% | -51.2% | +16.0% | -38.4% |
| 1Y | -19.3% | -69.8% | +50.5% | -26.4% |
| 3Y | +18.1% | -95.1% | +113.2% | +2.4% |
| 5Y | +2.6% | -99.7% | +102.3% | -24.8% |
| 10Y | +379.4% | -100.0% | +479.4% | +175.4% |
| All | +806.6% | -100.0% | +906.6% | +187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling