+3.5%
UNH vs ISRG
-2.2%
+5.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | -1.7% | -5.0% | +3.4% | -1.0% |
| 30D | -3.8% | -10.2% | +6.4% | -2.5% |
| 3M | -4.3% | -17.2% | +12.9% | -2.1% |
| 6M | +38.6% | -28.4% | +67.1% | +44.6% |
| YTD | +20.7% | -37.6% | +58.3% | +28.4% |
| 1Y | +16.0% | -24.4% | +40.4% | +19.7% |
| 3Y | -13.5% | +18.4% | -31.9% | -19.1% |
| 5Y | +3.5% | -1.0% | +4.5% | +1.9% |
| All | +3.5% | -2.2% | +5.7% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling