+83.4%
JNJ vs SSNC
+14.9%
+68.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | -4.3% | -6.7% | +2.4% | -3.5% |
| 30D | +3.0% | -0.8% | +3.8% | +3.1% |
| 3M | +12.2% | +16.1% | -3.8% | +10.1% |
| 6M | +10.5% | +7.9% | +2.5% | +9.2% |
| YTD | +30.8% | -8.7% | +39.5% | +32.1% |
| 1Y | +54.9% | -9.5% | +64.4% | +56.6% |
| 3Y | +80.7% | +47.7% | +33.0% | +68.3% |
| 5Y | +83.4% | +17.6% | +65.8% | +73.3% |
| All | +83.4% | +14.9% | +68.5% | +73.3% |
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 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