+60.1%
BMY vs SSNC
+184.6%
-124.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +2.1% | +2.3% | -0.2% | +1.5% |
| 30D | +7.0% | -3.1% | +10.1% | +7.8% |
| 3M | -0.9% | -2.7% | +1.9% | -0.3% |
| 6M | +14.9% | +23.7% | -8.7% | +8.9% |
| YTD | +22.8% | -8.0% | +30.9% | +24.5% |
| 1Y | +36.2% | -4.7% | +40.9% | +36.9% |
| 3Y | +45.7% | +58.0% | -12.3% | +29.1% |
| 5Y | +31.3% | +8.0% | +23.3% | +25.6% |
| All | +60.1% | +184.6% | -124.6% | +30.9% |
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