+356.0%
ISRG vs SSNC
+164.2%
+191.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.8% | -0.7% | -2.2% |
| 7D | -5.2% | -1.8% | -3.4% | -4.1% |
| 30D | -7.6% | +1.9% | -9.5% | -8.6% |
| 3M | -16.4% | +18.4% | -34.7% | -24.6% |
| 6M | -28.6% | +7.0% | -35.5% | -31.9% |
| YTD | -38.2% | -6.9% | -31.2% | -36.2% |
| 1Y | -25.5% | -8.2% | -17.3% | -22.7% |
| 3Y | +17.4% | +50.5% | -33.1% | -11.3% |
| 5Y | -3.0% | +17.4% | -20.4% | -15.2% |
| 10Y | +356.0% | +164.9% | +191.0% | +158.9% |
| All | +356.0% | +164.2% | +191.7% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling