+523.0%
BSX vs SSNC
+1,037.0%
-514.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.8% | -2.1% | -4.3% |
| 7D | -6.4% | -1.8% | -4.7% | -5.8% |
| 30D | -8.8% | +1.9% | -10.7% | -9.5% |
| 3M | -7.6% | +18.4% | -26.0% | -14.0% |
| 6M | -37.0% | +7.0% | -43.9% | -38.9% |
| YTD | -52.8% | -6.9% | -45.9% | -51.9% |
| 1Y | -58.4% | -8.2% | -50.2% | -57.5% |
| 3Y | -16.5% | +50.5% | -67.0% | -31.3% |
| 5Y | -1.2% | +17.4% | -18.6% | -11.1% |
| 10Y | +83.7% | +164.9% | -81.2% | +15.6% |
| All | +523.0% | +1,037.0% | -514.0% | +105.6% |
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 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