+1,129.0%
ABBV vs SSNC
+660.2%
+468.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +1.2% |
| 7D | -4.1% | -3.9% | -0.2% | -3.1% |
| 30D | +1.2% | -0.2% | +1.4% | +1.2% |
| 3M | +12.1% | +15.9% | -3.8% | +7.4% |
| 6M | +12.0% | +7.5% | +4.6% | +9.3% |
| YTD | +12.4% | -8.2% | +20.6% | +14.1% |
| 1Y | +22.9% | -9.3% | +32.3% | +25.0% |
| 3Y | +86.8% | +48.5% | +38.3% | +63.9% |
| 5Y | +181.0% | +16.0% | +165.0% | +160.2% |
| 10Y | +497.0% | +169.2% | +327.8% | +313.2% |
| All | +1,129.0% | +660.2% | +468.8% | +563.5% |
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