+37.4%
GILD vs SSNC
-3.0%
+40.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | 0.0% |
| 7D | +3.7% | +0.6% | +3.0% | +3.5% |
| 30D | +14.6% | +6.0% | +8.6% | +13.6% |
| 3M | +17.7% | +21.0% | -3.3% | +14.4% |
| 6M | +3.1% | +12.1% | -9.0% | +0.6% |
| YTD | +24.5% | -3.2% | +27.8% | +23.6% |
| 1Y | +37.4% | -4.4% | +41.7% | +40.6% |
| All | +37.4% | -3.0% | +40.4% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling