+536.3%
ISRG vs CHRW
+131.6%
+404.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.1% |
| 7D | +5.4% | +0.2% | +5.2% | +5.4% |
| 30D | +8.6% | -9.4% | +18.0% | +10.8% |
| 3M | +21.6% | -13.3% | +34.8% | +24.6% |
| 6M | +2.3% | -24.2% | +26.5% | +6.8% |
| YTD | -18.7% | -18.9% | +0.2% | -17.5% |
| 1Y | -17.8% | -12.4% | -5.4% | -18.3% |
| 3Y | +69.1% | +72.2% | -3.2% | +30.8% |
| 5Y | +26.5% | +53.4% | -26.9% | -0.2% |
| 10Y | +536.3% | +127.0% | +409.3% | +352.4% |
| All | +536.3% | +131.6% | +404.6% | +352.4% |
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