+5,147.0%
UNH vs ISRG
+22,221.5%
-17,074.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.6% | -6.8% | +5.2% | -0.5% |
| 30D | +6.5% | +5.1% | +1.3% | +5.5% |
| 3M | +0.8% | +12.0% | -11.2% | -1.2% |
| 6M | +6.1% | +7.0% | -1.0% | +4.2% |
| YTD | +24.5% | -20.6% | +45.1% | +28.0% |
| 1Y | +26.3% | -21.4% | +47.8% | +30.1% |
| 3Y | -20.7% | +62.0% | -82.7% | -28.4% |
| 5Y | -3.6% | +28.1% | -31.7% | -11.3% |
| 10Y | +225.1% | +550.7% | -325.6% | +135.6% |
| All | +5,147.0% | +22,221.5% | -17,074.5% | +2,781.1% |
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