+174.9%
NVS vs SSNC
+173.6%
+1.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | -14.3% | -4.0% | -10.2% | -13.3% |
| 30D | -10.0% | +0.5% | -10.5% | -10.0% |
| 3M | -10.9% | +18.9% | -29.8% | -14.5% |
| 6M | -12.0% | +10.8% | -22.8% | -14.3% |
| YTD | +2.5% | -7.1% | +9.7% | +3.8% |
| 1Y | +10.7% | -9.6% | +20.3% | +12.6% |
| 3Y | +53.3% | +51.1% | +2.2% | +36.3% |
| 5Y | +93.6% | +19.7% | +73.9% | +79.7% |
| All | +174.9% | +173.6% | +1.3% | +105.3% |
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