+63.3%
ISRG vs SPGI
+32.5%
+30.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -2.9% |
| 7D | +4.8% | +0.3% | +4.5% | +4.8% |
| 30D | +9.2% | +18.4% | -9.1% | +0.7% |
| 3M | +21.2% | +15.7% | +5.5% | +12.4% |
| 6M | +0.2% | +17.3% | -17.0% | -7.5% |
| YTD | -20.1% | -4.7% | -15.3% | -18.2% |
| 1Y | -17.3% | +1.8% | -19.1% | -19.1% |
| 3Y | +63.3% | +31.7% | +31.6% | +20.7% |
| All | +63.3% | +32.5% | +30.8% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling