+159.7%
GILD vs SSNC
+173.6%
-13.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | -4.8% | -4.0% | -0.8% | -3.9% |
| 30D | +5.8% | +0.5% | +5.3% | +5.6% |
| 3M | +14.9% | +18.9% | -4.0% | +10.3% |
| 6M | -0.4% | +10.8% | -11.2% | -3.0% |
| YTD | +18.5% | -7.1% | +25.7% | +19.8% |
| 1Y | +25.1% | -9.6% | +34.7% | +27.1% |
| 3Y | +105.9% | +51.1% | +54.8% | +84.8% |
| 5Y | +143.0% | +19.7% | +123.3% | +126.4% |
| All | +159.7% | +173.6% | -13.8% | +95.8% |
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