+566.1%
JNJ vs SSNC
+1,037.0%
-470.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -1.5% |
| 7D | -0.8% | -1.8% | +1.0% | -0.4% |
| 30D | +4.3% | +1.9% | +2.4% | +4.0% |
| 3M | +16.5% | +18.4% | -1.9% | +12.8% |
| 6M | +13.1% | +7.0% | +6.2% | +11.4% |
| YTD | +32.1% | -6.9% | +39.1% | +33.1% |
| 1Y | +54.5% | -8.2% | +62.6% | +55.8% |
| 3Y | +82.5% | +50.5% | +32.0% | +66.2% |
| 5Y | +80.0% | +17.4% | +62.6% | +69.9% |
| 10Y | +195.7% | +164.9% | +30.7% | +130.2% |
| All | +566.1% | +1,037.0% | -470.9% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling