-17.3%
ISRG vs SPGI
+0.8%
-18.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.0% |
| 7D | +4.8% | +0.3% | +4.5% | +4.8% |
| 30D | +9.2% | +18.4% | -9.1% | +3.2% |
| 3M | +21.2% | +15.7% | +5.5% | +15.0% |
| 6M | +0.2% | +17.3% | -17.0% | -4.7% |
| YTD | -20.1% | -4.7% | -15.3% | -19.8% |
| 1Y | -17.3% | +1.8% | -19.1% | -19.0% |
| All | -17.3% | +0.8% | -18.1% | -19.0% |
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