+113.4%
ISRG vs CHWY
-42.4%
+155.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -10.8% | +11.7% | +2.8% |
| 7D | -5.0% | -14.1% | +9.1% | -2.6% |
| 30D | -10.2% | -8.1% | -2.1% | -9.1% |
| 3M | -17.2% | +1.7% | -18.9% | -17.8% |
| 6M | -28.4% | -20.7% | -7.8% | -26.2% |
| YTD | -37.6% | -37.2% | -0.4% | -33.3% |
| 1Y | -24.4% | -50.7% | +26.3% | -16.2% |
| 3Y | +18.4% | -9.7% | +28.2% | +14.3% |
| 5Y | -1.0% | -72.9% | +71.9% | +7.6% |
| All | +113.4% | -42.4% | +155.8% | +87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling