+22,229.9%
ISRG vs CHRW
+1,642.4%
+20,587.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.0% | -2.5% |
| 7D | +4.8% | +0.6% | +4.2% | +4.6% |
| 30D | +9.2% | -7.3% | +16.5% | +11.7% |
| 3M | +21.2% | -14.2% | +35.3% | +26.3% |
| 6M | +0.2% | -25.1% | +25.3% | +7.7% |
| YTD | -20.1% | -21.2% | +1.1% | -17.1% |
| 1Y | -17.3% | -14.2% | -3.2% | -17.0% |
| 3Y | +63.3% | +63.5% | -0.2% | +20.4% |
| 5Y | +24.1% | +49.6% | -25.5% | -7.7% |
| 10Y | +507.0% | +129.4% | +377.6% | +260.0% |
| All | +22,229.9% | +1,642.4% | +20,587.4% | +5,783.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling