-19.3%
ISRG vs CHWY
-42.5%
+23.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.6% |
| 7D | -1.6% | +1.7% | -3.3% | -1.9% |
| 30D | -2.3% | -1.5% | -0.7% | -2.1% |
| 3M | -12.4% | +13.6% | -26.1% | -14.5% |
| 6M | -26.8% | -7.3% | -19.6% | -27.0% |
| YTD | -35.3% | -28.4% | -6.8% | -34.4% |
| 1Y | -19.3% | -42.5% | +23.2% | -16.9% |
| All | -19.3% | -42.5% | +23.2% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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