+86.4%
ZBH vs SSNC
+1,021.3%
-934.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.9% |
| 7D | -4.9% | -3.9% | -1.0% | -3.5% |
| 30D | -3.2% | -0.2% | -3.1% | -3.2% |
| 3M | +5.8% | +15.9% | -10.1% | -0.1% |
| 6M | +2.0% | +7.5% | -5.5% | -1.2% |
| YTD | +5.8% | -8.2% | +14.0% | +8.2% |
| 1Y | -7.9% | -9.3% | +1.4% | -5.5% |
| 3Y | -19.4% | +48.5% | -67.8% | -32.3% |
| 5Y | -29.5% | +16.0% | -45.5% | -35.9% |
| 10Y | -15.5% | +169.2% | -184.7% | -43.0% |
| All | +86.4% | +1,021.3% | -934.8% | -19.2% |
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