+19.2%
ISRG vs CHWY
-8.9%
+28.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.5% | +1.8% |
| 7D | -2.5% | -12.0% | +9.5% | -0.7% |
| 30D | -10.2% | -6.2% | -4.0% | -9.5% |
| 3M | -12.5% | +5.5% | -18.0% | -13.5% |
| 6M | -25.8% | -17.8% | -8.0% | -24.3% |
| YTD | -36.4% | -36.2% | -0.1% | -32.9% |
| 1Y | -19.9% | -40.0% | +20.1% | -15.2% |
| All | +19.2% | -8.9% | +28.2% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling