+1,198.8%
ISRG vs CHTR
+295.4%
+903.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -0.3% |
| 7D | -2.0% | +17.2% | -19.2% | -6.3% |
| 30D | +5.6% | +31.6% | -26.1% | -2.3% |
| 3M | +10.5% | -11.6% | +22.1% | +13.0% |
| 6M | +2.6% | -3.3% | +5.9% | +1.4% |
| YTD | -21.7% | -33.7% | +12.0% | -16.3% |
| 1Y | -21.6% | -32.4% | +10.9% | -16.8% |
| 3Y | +57.0% | -65.9% | +123.0% | +95.3% |
| 5Y | +25.0% | -79.9% | +104.9% | +81.5% |
| 10Y | +542.1% | -49.2% | +591.3% | +584.7% |
| All | +1,198.8% | +295.4% | +903.4% | +587.3% |
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