-29.7%
ISRG vs CHYM
-24.0%
-5.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.4% | +7.5% | +2.7% |
| 7D | -2.5% | -2.9% | +0.4% | -2.2% |
| 30D | -10.2% | +3.0% | -13.1% | -10.5% |
| 3M | -12.5% | +98.7% | -111.2% | -20.0% |
| 6M | -25.8% | +46.4% | -72.2% | -30.0% |
| YTD | -36.4% | +29.8% | -66.2% | -39.6% |
| 1Y | -19.9% | +40.5% | -60.3% | -25.2% |
| All | -29.7% | -24.0% | -5.7% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling