+192.5%
JNJ vs SSNC
+173.6%
+19.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | -3.5% | -4.0% | +0.5% | -2.8% |
| 30D | +2.3% | +0.5% | +1.8% | +2.2% |
| 3M | +12.0% | +18.9% | -6.9% | +8.4% |
| 6M | +10.5% | +10.8% | -0.4% | +8.1% |
| YTD | +30.4% | -7.1% | +37.5% | +31.5% |
| 1Y | +52.1% | -9.6% | +61.7% | +54.0% |
| 3Y | +77.8% | +51.1% | +26.7% | +61.7% |
| 5Y | +82.9% | +19.7% | +63.2% | +72.0% |
| All | +192.5% | +173.6% | +19.0% | +135.3% |
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