+5,205.8%
UNH vs ISRG
+21,926.5%
-16,720.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.4% |
| 7D | +3.4% | -2.0% | +5.4% | +3.7% |
| 30D | +3.0% | +5.6% | -2.6% | +2.0% |
| 3M | +2.7% | +10.5% | -7.8% | +0.9% |
| 6M | +2.8% | +2.6% | +0.2% | +1.7% |
| YTD | +25.9% | -21.7% | +47.5% | +29.7% |
| 1Y | +25.8% | -21.6% | +47.4% | +29.6% |
| 3Y | -20.0% | +57.0% | -77.1% | -27.5% |
| 5Y | -2.8% | +25.0% | -27.8% | -10.3% |
| 10Y | +228.7% | +542.1% | -313.4% | +138.7% |
| All | +5,205.8% | +21,926.5% | -16,720.7% | +2,819.4% |
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