-19.0%
ISRG vs CHTR
-44.4%
+25.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +2.1% |
| 7D | +0.7% | -4.1% | +4.8% | +0.9% |
| 30D | -8.0% | -3.0% | -5.0% | -7.9% |
| 3M | -10.6% | +4.8% | -15.4% | -11.2% |
| 6M | -25.1% | -35.0% | +9.9% | -25.7% |
| YTD | -34.8% | -30.2% | -4.7% | -34.8% |
| 1Y | -19.0% | -44.8% | +25.7% | -19.9% |
| All | -19.0% | -44.4% | +25.3% | -19.9% |
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