+536.3%
ISRG vs SPGI
+335.6%
+200.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.2% |
| 7D | +5.4% | -0.9% | +6.3% | +6.2% |
| 30D | +8.6% | +15.5% | -6.9% | -1.2% |
| 3M | +21.6% | +15.7% | +5.9% | +9.9% |
| 6M | +2.3% | +19.1% | -16.7% | -9.6% |
| YTD | -18.7% | -4.1% | -14.6% | -18.3% |
| 1Y | -17.8% | +1.2% | -19.0% | -20.5% |
| 3Y | +69.1% | +31.6% | +37.5% | +33.3% |
| 5Y | +26.5% | +12.4% | +14.0% | +10.2% |
| 10Y | +536.3% | +334.3% | +202.0% | +163.5% |
| All | +536.3% | +335.6% | +200.7% | +163.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling