+182.6%
ABBV vs SSNC
+15.5%
+167.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +1.1% |
| 7D | -4.1% | -3.9% | -0.2% | -3.4% |
| 30D | +1.2% | -0.2% | +1.4% | +1.2% |
| 3M | +12.1% | +15.9% | -3.8% | +8.7% |
| 6M | +12.0% | +7.5% | +4.6% | +10.2% |
| YTD | +12.4% | -8.2% | +20.6% | +14.0% |
| 1Y | +22.9% | -9.3% | +32.3% | +25.0% |
| 3Y | +86.8% | +48.5% | +38.3% | +70.9% |
| All | +182.6% | +15.5% | +167.1% | +163.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling