+23.9%
BMY vs SSNC
+14.9%
+9.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -6.4% | -6.7% | +0.4% | -4.8% |
| 30D | +0.2% | -0.8% | +1.0% | +0.4% |
| 3M | +16.0% | +16.1% | -0.1% | +12.0% |
| 6M | +8.3% | +7.9% | +0.4% | +6.2% |
| YTD | +22.2% | -8.7% | +30.9% | +24.1% |
| 1Y | +41.7% | -9.5% | +51.2% | +44.1% |
| 3Y | +20.7% | +47.7% | -27.0% | +11.0% |
| 5Y | +23.9% | +17.6% | +6.3% | +14.5% |
| All | +23.9% | +14.9% | +9.0% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling