-10.5%
ISRG vs CHD
+30.9%
-41.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.6% | +6.8% | +8.5% |
| 7D | +8.5% | +6.9% | +1.6% | +6.3% |
| 30D | +18.6% | +17.1% | +1.5% | +12.9% |
| 3M | +30.9% | +9.1% | +21.8% | +27.1% |
| 6M | +6.6% | +21.4% | -14.8% | +1.0% |
| YTD | -14.9% | +34.9% | -49.7% | -18.8% |
| 1Y | -10.5% | +31.0% | -41.6% | -14.6% |
| All | -10.5% | +30.9% | -41.5% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling