-10.5%
ISRG vs SPGI
+3.2%
-13.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.4% | +6.0% | +8.2% |
| 7D | +8.5% | +7.2% | +1.3% | +6.0% |
| 30D | +18.6% | +23.2% | -4.6% | +10.5% |
| 3M | +30.9% | +17.0% | +13.9% | +23.7% |
| 6M | +6.6% | +20.4% | -13.8% | +0.3% |
| YTD | -14.9% | -1.9% | -13.0% | -15.5% |
| 1Y | -10.5% | +2.9% | -13.4% | -12.3% |
| All | -10.5% | +3.2% | -13.7% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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