+411.4%
NVS vs SSNC
+1,037.0%
-625.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.8% | -10.1% | -13.1% |
| 7D | -14.6% | -1.8% | -12.8% | -14.2% |
| 30D | -11.9% | +1.9% | -13.8% | -12.2% |
| 3M | -6.0% | +18.4% | -24.3% | -9.6% |
| 6M | -11.4% | +7.0% | -18.3% | -13.0% |
| YTD | +2.9% | -6.9% | +9.9% | +4.0% |
| 1Y | +10.2% | -8.2% | +18.4% | +11.6% |
| 3Y | +55.3% | +50.5% | +4.8% | +39.0% |
| 5Y | +89.6% | +17.4% | +72.2% | +77.4% |
| 10Y | +176.1% | +164.9% | +11.1% | +106.6% |
| All | +411.4% | +1,037.0% | -625.6% | +168.0% |
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