+270.3%
BIIB vs SSNC
+1,037.0%
-766.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | +0.1% | -2.5% |
| 7D | -1.6% | -1.8% | +0.1% | -1.0% |
| 30D | +2.2% | +1.9% | +0.3% | +1.6% |
| 3M | +10.3% | +18.4% | -8.1% | +4.0% |
| 6M | +14.9% | +7.0% | +8.0% | +11.7% |
| YTD | +20.7% | -6.9% | +27.7% | +22.6% |
| 1Y | +50.3% | -8.2% | +58.5% | +53.1% |
| 3Y | -18.0% | +50.5% | -68.5% | -30.2% |
| 5Y | -33.9% | +17.4% | -51.3% | -39.7% |
| 10Y | -30.9% | +164.9% | -195.9% | -56.0% |
| All | +270.3% | +1,037.0% | -766.7% | +48.7% |
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 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