-24.4%
ISRG vs CHD
+2.2%
-26.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.2% |
| 7D | -5.0% | -4.2% | -0.9% | -4.0% |
| 30D | -10.2% | -7.6% | -2.6% | -8.5% |
| 3M | -17.2% | -1.6% | -15.6% | -16.8% |
| 6M | -28.4% | -6.3% | -22.1% | -28.5% |
| YTD | -37.6% | +14.6% | -52.2% | -38.3% |
| 1Y | -24.4% | +1.6% | -26.0% | -22.7% |
| All | -24.4% | +2.2% | -26.6% | -22.7% |
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