+23.9%
ISRG vs WU
-42.0%
+65.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -3.0% |
| 7D | +4.8% | +11.7% | -6.9% | +2.5% |
| 30D | +9.2% | +12.6% | -3.4% | +6.6% |
| 3M | +21.2% | -0.5% | +21.7% | +20.9% |
| 6M | +0.2% | -18.2% | +18.4% | +3.5% |
| YTD | -20.1% | -19.0% | -1.1% | -17.6% |
| 1Y | -17.3% | -16.7% | -0.7% | -15.5% |
| 3Y | +63.3% | -21.0% | +84.3% | +64.5% |
| All | +23.9% | -42.0% | +65.9% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling