-28.3%
BIIB vs SSNC
+173.6%
-201.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | -1.7% | -4.0% | +2.4% | -0.4% |
| 30D | +4.0% | +0.5% | +3.4% | +3.8% |
| 3M | +8.6% | +18.9% | -10.3% | +2.7% |
| 6M | +14.0% | +10.8% | +3.2% | +9.9% |
| YTD | +23.4% | -7.1% | +30.5% | +25.3% |
| 1Y | +45.9% | -9.6% | +55.5% | +49.3% |
| 3Y | -16.1% | +51.1% | -67.2% | -27.8% |
| 5Y | -27.6% | +19.7% | -47.2% | -34.0% |
| All | -28.3% | +173.6% | -201.8% | -50.0% |
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