-2.6%
BDX vs SSNC
+14.9%
-17.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -5.4% | -6.7% | +1.3% | -3.3% |
| 30D | -2.2% | -0.8% | -1.4% | -1.9% |
| 3M | +20.1% | +16.1% | +4.0% | +14.4% |
| 6M | +9.1% | +7.9% | +1.1% | +6.1% |
| YTD | +17.9% | -8.7% | +26.6% | +20.6% |
| 1Y | +22.1% | -9.5% | +31.6% | +25.1% |
| 3Y | -10.5% | +47.7% | -58.2% | -22.1% |
| 5Y | -2.6% | +17.6% | -20.2% | -14.7% |
| All | -2.6% | +14.9% | -17.5% | -14.7% |
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