+23.9%
ISRG vs SPGI
+11.1%
+12.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -2.7% |
| 7D | +4.8% | +0.3% | +4.5% | +4.8% |
| 30D | +9.2% | +18.4% | -9.1% | -2.1% |
| 3M | +21.2% | +15.7% | +5.5% | +9.6% |
| 6M | +0.2% | +17.3% | -17.0% | -10.4% |
| YTD | -20.1% | -4.7% | -15.3% | -18.7% |
| 1Y | -17.3% | +1.8% | -19.1% | -20.2% |
| 3Y | +63.3% | +31.7% | +31.6% | +24.2% |
| All | +23.9% | +11.1% | +12.8% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling