+216.5%
AZN vs SSNC
+173.6%
+42.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | -1.6% | -4.0% | +2.5% | -0.6% |
| 30D | +1.1% | +0.5% | +0.5% | +0.9% |
| 3M | -12.1% | +18.9% | -31.1% | -16.1% |
| 6M | -17.1% | +10.8% | -28.0% | -19.6% |
| YTD | -12.0% | -7.1% | -4.8% | -11.0% |
| 1Y | -0.2% | -9.6% | +9.4% | +1.5% |
| 3Y | +26.8% | +51.1% | -24.3% | +12.4% |
| 5Y | +56.9% | +19.7% | +37.2% | +45.2% |
| All | +216.5% | +173.6% | +42.9% | +130.3% |
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