+7.7%
ISRG vs CHWY
-72.6%
+80.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +3.0% |
| 7D | +0.7% | -13.6% | +14.3% | +3.4% |
| 30D | -8.0% | -8.5% | +0.5% | -6.6% |
| 3M | -10.6% | +8.9% | -19.5% | -12.4% |
| 6M | -25.1% | -20.5% | -4.6% | -22.6% |
| YTD | -34.8% | -38.2% | +3.3% | -29.5% |
| 1Y | -19.0% | -43.3% | +24.2% | -11.4% |
| 3Y | +22.1% | -8.5% | +30.6% | +16.8% |
| All | +7.7% | -72.6% | +80.4% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling