-31.7%
ISRG vs CHYM
-24.9%
-6.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.3% | -0.2% | -4.0% |
| 7D | -5.2% | +2.1% | -7.2% | -5.4% |
| 30D | -7.6% | +11.0% | -18.6% | -8.7% |
| 3M | -16.4% | +83.9% | -100.2% | -22.8% |
| 6M | -28.6% | +45.3% | -73.9% | -32.5% |
| YTD | -38.2% | +28.4% | -66.5% | -41.2% |
| 1Y | -25.5% | +32.2% | -57.7% | -30.1% |
| All | -31.7% | -24.9% | -6.9% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling