-11.8%
UNH vs ISRG
+17.7%
-29.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.3% |
| 7D | +1.1% | -5.2% | +6.3% | +1.6% |
| 30D | -1.5% | -7.6% | +6.0% | -1.0% |
| 3M | -0.8% | -16.4% | +15.5% | +0.4% |
| 6M | +41.8% | -28.6% | +70.4% | +45.4% |
| YTD | +23.1% | -38.2% | +61.2% | +27.7% |
| 1Y | +28.5% | -25.5% | +54.0% | +31.3% |
| 3Y | -11.8% | +17.4% | -29.2% | -10.8% |
| All | -11.8% | +17.7% | -29.4% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling