+5,039.8%
UNH vs ISRG
+18,108.6%
-13,068.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +1.1% | -1.6% | +2.6% | +1.3% |
| 30D | -3.8% | -2.3% | -1.5% | -3.5% |
| 3M | +0.7% | -12.4% | +13.2% | +2.4% |
| 6M | +37.9% | -26.8% | +64.7% | +43.9% |
| YTD | +21.9% | -35.3% | +57.2% | +29.7% |
| 1Y | +31.4% | -19.3% | +50.7% | +34.6% |
| 3Y | -11.4% | +18.1% | -29.5% | -15.9% |
| 5Y | +2.5% | +2.6% | -0.1% | -2.2% |
| 10Y | +242.9% | +379.4% | -136.6% | +160.2% |
| All | +5,039.8% | +18,108.6% | -13,068.8% | +2,818.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling