+55.7%
ISRG vs CHRW
+80.1%
-24.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -6.1% | +4.7% | -10.8% | -6.4% |
| 30D | +4.2% | -2.6% | +6.8% | +4.3% |
| 3M | +9.6% | -8.0% | +17.6% | +9.8% |
| 6M | +1.9% | -19.0% | +20.9% | +2.2% |
| YTD | -22.3% | -15.5% | -6.9% | -22.4% |
| 1Y | -23.2% | -10.8% | -12.3% | -23.5% |
| All | +55.7% | +80.1% | -24.3% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling