-49.1%
DXCM vs SSNC
+6.2%
-55.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -4.4% | -4.5% | +0.1% | -2.1% |
| 30D | -3.6% | -3.9% | +0.3% | -2.1% |
| 3M | -4.3% | -1.3% | -3.0% | -4.2% |
| 6M | +33.8% | +14.1% | +19.6% | +24.0% |
| YTD | +22.1% | -9.9% | +32.0% | +26.9% |
| 1Y | +47.4% | -6.2% | +53.6% | +49.8% |
| 3Y | -12.3% | +56.1% | -68.3% | -37.5% |
| 5Y | -49.1% | +5.4% | -54.5% | -47.1% |
| All | -49.1% | +6.2% | -55.3% | -47.1% |
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