+536.3%
ISRG vs WU
-36.4%
+572.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +5.4% | +9.1% | -3.6% | +2.6% |
| 30D | +8.6% | +12.1% | -3.5% | +4.8% |
| 3M | +21.6% | +0.3% | +21.2% | +21.0% |
| 6M | +2.3% | -19.1% | +21.5% | +7.5% |
| YTD | -18.7% | -19.2% | +0.5% | -15.0% |
| 1Y | -17.8% | -15.3% | -2.5% | -15.7% |
| 3Y | +69.1% | -21.3% | +90.4% | +72.3% |
| 5Y | +26.5% | -41.7% | +68.1% | +42.4% |
| 10Y | +536.3% | -36.0% | +572.3% | +555.7% |
| All | +536.3% | -36.4% | +572.7% | +555.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling