+25.5%
ISRG vs CHTR
-79.9%
+105.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | +0.1% |
| 7D | -2.0% | +17.2% | -19.2% | -4.9% |
| 30D | +5.6% | +31.6% | -26.1% | +0.2% |
| 3M | +10.5% | -11.6% | +22.1% | +12.4% |
| 6M | +2.6% | -3.3% | +5.9% | +2.0% |
| YTD | -21.7% | -33.7% | +12.0% | -18.1% |
| 1Y | -21.6% | -32.4% | +10.9% | -18.4% |
| 3Y | +57.0% | -65.9% | +123.0% | +88.0% |
| All | +25.5% | -79.9% | +105.4% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling