-21.9%
ISRG vs SPGI
+2.3%
-24.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | +2.1% | +1.6% | +0.5% | +1.6% |
| 30D | +6.2% | +16.1% | -9.9% | +0.9% |
| 3M | +14.4% | +15.5% | -1.0% | +8.6% |
| 6M | 0.0% | +19.6% | -19.6% | -5.5% |
| YTD | -20.5% | -3.6% | -16.9% | -20.8% |
| 1Y | -21.9% | +2.2% | -24.1% | -23.8% |
| All | -21.9% | +2.3% | -24.2% | -23.8% |
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