-10.5%
ISRG vs CHTR
-46.1%
+35.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.7% | +3.7% | +8.9% |
| 7D | +8.5% | +14.1% | -5.6% | +7.4% |
| 30D | +18.6% | +11.6% | +7.0% | +17.5% |
| 3M | +30.9% | -21.4% | +52.4% | +33.3% |
| 6M | +6.6% | -27.3% | +33.8% | +7.9% |
| YTD | -14.9% | -42.4% | +27.5% | -13.2% |
| 1Y | -10.5% | -45.6% | +35.0% | -8.7% |
| All | -10.5% | -46.1% | +35.5% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 1y: compounded portfolio wealth divided by compounded CHTR 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…
1y analysis · Full analysis span regression · 6 months rolling