+504.9%
ABBV vs SSNC
+173.6%
+331.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | +0.3% | -4.0% | +4.3% | +1.3% |
| 30D | +3.4% | +0.5% | +2.8% | +3.2% |
| 3M | +15.2% | +18.9% | -3.7% | +9.7% |
| 6M | +14.7% | +10.8% | +3.8% | +11.1% |
| YTD | +15.2% | -7.1% | +22.3% | +16.6% |
| 1Y | +20.4% | -9.6% | +30.0% | +22.6% |
| 3Y | +91.3% | +51.1% | +40.3% | +67.6% |
| 5Y | +189.6% | +19.7% | +169.9% | +166.6% |
| All | +504.9% | +173.6% | +331.3% | +347.3% |
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