+17,983.8%
ISRG vs SPGI
+2,561.8%
+15,422.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | 0.0% |
| 7D | -1.6% | +0.1% | -1.7% | -1.8% |
| 30D | -2.3% | +8.4% | -10.7% | -6.5% |
| 3M | -12.4% | +11.8% | -24.3% | -17.7% |
| 6M | -26.8% | +5.7% | -32.5% | -29.4% |
| YTD | -35.3% | -9.7% | -25.6% | -32.9% |
| 1Y | -19.3% | -12.5% | -6.9% | -15.5% |
| 3Y | +18.1% | +21.8% | -3.7% | +4.0% |
| 5Y | +2.6% | +8.2% | -5.5% | -3.8% |
| 10Y | +379.4% | +309.5% | +69.9% | +135.8% |
| All | +17,983.8% | +2,561.8% | +15,422.0% | +3,483.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling