+22,229.9%
ISRG vs CHD
+4,298.8%
+17,931.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.7% |
| 7D | +4.8% | +2.0% | +2.9% | +4.2% |
| 30D | +9.2% | +13.0% | -3.8% | +4.8% |
| 3M | +21.2% | +6.1% | +15.1% | +18.7% |
| 6M | +0.2% | +15.9% | -15.6% | -4.7% |
| YTD | -20.1% | +31.6% | -51.7% | -27.4% |
| 1Y | -17.3% | +28.5% | -45.8% | -24.5% |
| 3Y | +63.3% | +30.5% | +32.9% | +46.0% |
| 5Y | +24.1% | +30.7% | -6.7% | +9.5% |
| 10Y | +507.0% | +184.2% | +322.7% | +300.3% |
| All | +22,229.9% | +4,298.8% | +17,931.1% | +8,582.6% |
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 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