-37.5%
BSX vs SSNC
+7.0%
-44.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.7% |
| 7D | -7.0% | -3.9% | -3.2% | -5.2% |
| 30D | -10.9% | -0.2% | -10.7% | -10.9% |
| 3M | -8.2% | +15.9% | -24.1% | -14.8% |
| 6M | -37.5% | +7.5% | -44.9% | -42.6% |
| All | -37.5% | +7.0% | -44.4% | -42.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling