+228.4%
UNH vs ISRG
+391.9%
-163.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -3.1% |
| 7D | -4.5% | +0.7% | -5.2% | -4.8% |
| 30D | -6.5% | -8.0% | +1.5% | -4.4% |
| 3M | -6.0% | -10.6% | +4.6% | -3.8% |
| 6M | +33.7% | -25.1% | +58.8% | +43.6% |
| YTD | +16.4% | -34.8% | +51.2% | +30.5% |
| 1Y | +10.1% | -19.0% | +29.1% | +14.6% |
| 3Y | -16.3% | +22.1% | -38.4% | -27.8% |
| 5Y | +2.1% | +8.2% | -6.1% | -11.1% |
| All | +228.4% | +391.9% | -163.6% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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