-3.0%
ISRG vs WU
-51.1%
+48.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -4.0% |
| 7D | -5.2% | -0.8% | -4.3% | -5.0% |
| 30D | -7.6% | -1.1% | -6.4% | -7.4% |
| 3M | -16.4% | -1.8% | -14.5% | -17.2% |
| 6M | -28.6% | -23.9% | -4.6% | -25.1% |
| YTD | -38.2% | -20.4% | -17.8% | -36.0% |
| 1Y | -25.5% | -10.6% | -14.9% | -25.5% |
| 3Y | +17.4% | -27.7% | +45.2% | +21.5% |
| 5Y | -3.0% | -51.1% | +48.2% | +7.2% |
| All | -3.0% | -51.1% | +48.1% | +7.2% |
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