-18.6%
BIIB vs SSNC
+47.5%
-66.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.4% |
| 7D | -5.4% | -3.9% | -1.5% | -4.2% |
| 30D | +1.7% | -0.2% | +1.9% | +1.9% |
| 3M | +5.8% | +15.9% | -10.1% | +1.3% |
| 6M | +11.9% | +7.5% | +4.5% | +9.5% |
| YTD | +19.7% | -8.2% | +28.0% | +23.3% |
| 1Y | +46.7% | -9.3% | +56.1% | +51.7% |
| All | -18.6% | +47.5% | -66.1% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling