+22,068.6%
ISRG vs CHD
+4,407.0%
+17,661.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -6.8% | 0.0% | -6.7% | -6.7% |
| 30D | +5.1% | +12.2% | -7.0% | +1.1% |
| 3M | +12.0% | +9.3% | +2.7% | +8.6% |
| 6M | +7.0% | +24.3% | -17.2% | -0.6% |
| YTD | -20.6% | +34.9% | -55.5% | -28.6% |
| 1Y | -21.4% | +32.7% | -54.1% | -29.0% |
| 3Y | +62.0% | +29.4% | +32.6% | +45.3% |
| 5Y | +28.1% | +31.7% | -3.6% | +12.8% |
| 10Y | +550.7% | +191.7% | +359.0% | +325.4% |
| All | +22,068.6% | +4,407.0% | +17,661.6% | +8,448.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling