+848.0%
ISRG vs SSNC
+1,082.2%
-234.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.3% |
| 7D | -1.6% | +0.6% | -2.2% | -1.9% |
| 30D | -2.3% | +6.0% | -8.3% | -4.9% |
| 3M | -12.4% | +21.0% | -33.4% | -20.0% |
| 6M | -26.8% | +12.1% | -38.9% | -30.9% |
| YTD | -35.3% | -3.2% | -32.0% | -34.8% |
| 1Y | -19.3% | -4.4% | -15.0% | -18.5% |
| 3Y | +18.1% | +51.6% | -33.5% | -3.9% |
| 5Y | +2.6% | +21.1% | -18.4% | -8.0% |
| 10Y | +379.4% | +177.7% | +201.8% | +217.7% |
| All | +848.0% | +1,082.2% | -234.2% | +297.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling