+543.7%
AZN vs SSNC
+1,015.4%
-471.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | -3.1% | -6.7% | +3.6% | -1.5% |
| 30D | +0.6% | -0.8% | +1.4% | +0.7% |
| 3M | -10.8% | +16.1% | -26.8% | -14.4% |
| 6M | -18.1% | +7.9% | -26.1% | -20.1% |
| YTD | -12.3% | -8.7% | -3.6% | -11.0% |
| 1Y | -0.2% | -9.5% | +9.3% | +1.3% |
| 3Y | +23.4% | +47.7% | -24.3% | +9.9% |
| 5Y | +56.4% | +17.6% | +38.7% | +45.4% |
| 10Y | +225.7% | +167.7% | +57.9% | +134.6% |
| All | +543.7% | +1,015.4% | -471.6% | +225.1% |
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