+305.4%
BDX vs SSNC
+1,082.2%
-776.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.2% |
| 7D | -2.5% | +0.6% | -3.2% | -2.7% |
| 30D | +8.3% | +6.0% | +2.2% | +6.6% |
| 3M | +24.4% | +21.0% | +3.4% | +18.2% |
| 6M | +9.2% | +12.1% | -2.9% | +5.7% |
| YTD | +22.7% | -3.2% | +25.9% | +22.9% |
| 1Y | +25.9% | -4.4% | +30.2% | +26.4% |
| 3Y | -10.5% | +51.6% | -62.1% | -20.6% |
| 5Y | +1.9% | +21.1% | -19.2% | -5.7% |
| 10Y | +58.7% | +177.7% | -119.0% | +14.6% |
| All | +305.4% | +1,082.2% | -776.8% | +100.6% |
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