+973.7%
ISRG vs CHTR
+334.3%
+639.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -1.6% | -1.1% | -0.5% | -1.4% |
| 30D | -2.3% | -0.8% | -1.5% | -2.4% |
| 3M | -12.4% | +17.8% | -30.2% | -17.0% |
| 6M | -26.8% | -34.5% | +7.7% | -20.3% |
| YTD | -35.3% | -27.2% | -8.1% | -31.9% |
| 1Y | -19.3% | -41.4% | +22.1% | -10.0% |
| 3Y | +18.1% | -64.0% | +82.1% | +46.0% |
| 5Y | +2.6% | -81.3% | +83.9% | +54.9% |
| 10Y | +379.4% | -44.1% | +423.5% | +401.9% |
| All | +973.7% | +334.3% | +639.4% | +459.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling