+25.5%
ISRG vs SPGI
+15.2%
+10.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.1% |
| 7D | -2.0% | +1.2% | -3.3% | -2.8% |
| 30D | +5.6% | +15.9% | -10.4% | -4.1% |
| 3M | +10.5% | +12.3% | -1.8% | +2.1% |
| 6M | +2.6% | +23.7% | -21.1% | -11.4% |
| YTD | -21.7% | -3.5% | -18.1% | -21.0% |
| 1Y | -21.6% | +0.4% | -22.0% | -23.3% |
| 3Y | +57.0% | +29.9% | +27.1% | +21.0% |
| All | +25.5% | +15.2% | +10.3% | +8.2% |
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