+500.7%
ISRG vs CHRW
+127.5%
+373.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.0% | -2.8% |
| 7D | +4.8% | +0.6% | +4.2% | +4.7% |
| 30D | +9.2% | -7.3% | +16.5% | +10.8% |
| 3M | +21.2% | -14.2% | +35.3% | +24.4% |
| 6M | +0.2% | -25.1% | +25.3% | +4.8% |
| YTD | -20.1% | -21.2% | +1.1% | -18.4% |
| 1Y | -17.3% | -14.2% | -3.2% | -17.6% |
| 3Y | +63.3% | +63.5% | -0.2% | +28.4% |
| 5Y | +24.1% | +49.6% | -25.5% | -1.5% |
| All | +500.7% | +127.5% | +373.2% | +348.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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