+326.7%
BMY vs SSNC
+1,037.0%
-710.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -2.3% |
| 7D | -3.3% | -1.8% | -1.5% | -2.9% |
| 30D | 0.0% | +1.9% | -2.0% | -0.5% |
| 3M | +17.7% | +18.4% | -0.7% | +13.0% |
| 6M | +9.6% | +7.0% | +2.7% | +7.5% |
| YTD | +24.0% | -6.9% | +30.9% | +25.3% |
| 1Y | +45.1% | -8.2% | +53.3% | +47.0% |
| 3Y | +22.5% | +50.5% | -28.0% | +10.2% |
| 5Y | +22.3% | +17.4% | +4.9% | +14.8% |
| 10Y | +62.0% | +164.9% | -103.0% | +21.9% |
| All | +326.7% | +1,037.0% | -710.3% | +132.3% |
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