+81.0%
BSX vs SSNC
+173.6%
-92.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.0% |
| 7D | -10.1% | -4.0% | -6.0% | -8.4% |
| 30D | -16.4% | +0.5% | -16.9% | -16.7% |
| 3M | -8.9% | +18.9% | -27.8% | -15.8% |
| 6M | -38.3% | +10.8% | -49.1% | -41.3% |
| YTD | -54.9% | -7.1% | -47.8% | -53.9% |
| 1Y | -58.8% | -9.6% | -49.2% | -57.5% |
| 3Y | -21.2% | +51.1% | -72.3% | -36.6% |
| 5Y | -3.3% | +19.7% | -23.0% | -14.7% |
| All | +81.0% | +173.6% | -92.6% | +14.6% |
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