+17,983.8%
ISRG vs CHD
+3,865.1%
+14,118.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.6% | -2.7% | +1.1% | -0.7% |
| 30D | -2.3% | -4.6% | +2.4% | -0.8% |
| 3M | -12.4% | +5.0% | -17.5% | -13.9% |
| 6M | -26.8% | -3.2% | -23.6% | -26.1% |
| YTD | -35.3% | +18.6% | -53.9% | -39.1% |
| 1Y | -19.3% | +4.8% | -24.1% | -21.2% |
| 3Y | +18.1% | +6.1% | +12.0% | +13.2% |
| 5Y | +2.6% | +24.0% | -21.3% | -7.9% |
| 10Y | +379.4% | +124.5% | +255.0% | +242.4% |
| All | +17,983.8% | +3,865.1% | +14,118.8% | +7,182.5% |
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