-19.3%
ISRG vs CHYM
+38.9%
-58.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -1.6% | +1.7% | -3.3% | -1.8% |
| 30D | -2.3% | +30.2% | -32.5% | -6.1% |
| 3M | -12.4% | +85.9% | -98.3% | -20.5% |
| 6M | -26.8% | +49.9% | -76.7% | -31.8% |
| YTD | -35.3% | +34.1% | -69.4% | -39.2% |
| 1Y | -19.3% | +37.0% | -56.3% | -23.3% |
| All | -19.3% | +38.9% | -58.2% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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