+7.0%
IDXX vs SSNC
+49.3%
-42.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.3% |
| 7D | -5.7% | -4.0% | -1.7% | -3.7% |
| 30D | -11.5% | +0.5% | -12.1% | -11.9% |
| 3M | -9.5% | +18.9% | -28.5% | -17.8% |
| 6M | -16.0% | +10.8% | -26.8% | -20.8% |
| YTD | -25.4% | -7.1% | -18.3% | -22.9% |
| 1Y | -21.8% | -9.6% | -12.2% | -17.9% |
| 3Y | +7.0% | +51.1% | -44.0% | -22.7% |
| All | +7.0% | +49.3% | -42.2% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling