+216.1%
UNH vs ISRG
+542.9%
-326.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.3% |
| 7D | +3.4% | -2.0% | +5.4% | +4.0% |
| 30D | +3.0% | +5.6% | -2.6% | +1.2% |
| 3M | +2.7% | +10.5% | -7.8% | -0.6% |
| 6M | +2.8% | +2.6% | +0.2% | +0.7% |
| YTD | +25.9% | -21.7% | +47.5% | +33.5% |
| 1Y | +25.8% | -21.6% | +47.4% | +33.2% |
| 3Y | -20.0% | +57.0% | -77.1% | -36.2% |
| 5Y | -2.8% | +25.0% | -27.8% | -18.4% |
| All | +216.1% | +542.9% | -326.8% | +61.0% |
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