+536.3%
ISRG vs CHD
+181.4%
+354.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.1% |
| 7D | +5.4% | +0.8% | +4.6% | +5.2% |
| 30D | +8.6% | +13.5% | -4.8% | +4.3% |
| 3M | +21.6% | +8.1% | +13.4% | +18.5% |
| 6M | +2.3% | +19.9% | -17.5% | -3.5% |
| YTD | -18.7% | +34.0% | -52.7% | -26.2% |
| 1Y | -17.8% | +29.8% | -47.6% | -24.7% |
| 3Y | +69.1% | +28.7% | +40.4% | +52.0% |
| 5Y | +26.5% | +31.8% | -5.3% | +10.7% |
| 10Y | +536.3% | +178.2% | +358.1% | +371.2% |
| All | +536.3% | +181.4% | +354.9% | +371.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling