-19.0%
ISRG vs CHWY
-43.1%
+24.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +2.8% |
| 7D | +0.7% | -13.6% | +14.3% | +2.6% |
| 30D | -8.0% | -8.5% | +0.5% | -7.1% |
| 3M | -10.6% | +8.9% | -19.5% | -11.6% |
| 6M | -25.1% | -20.5% | -4.6% | -24.1% |
| YTD | -34.8% | -38.2% | +3.3% | -34.9% |
| 1Y | -19.0% | -43.3% | +24.2% | -21.1% |
| All | -19.0% | -43.1% | +24.1% | -21.1% |
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