+170.7%
SSNC vs BMRN
-29.6%
+200.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.6% |
| 7D | -4.0% | -1.3% | -2.8% | -3.7% |
| 30D | +0.5% | -6.5% | +7.0% | +2.3% |
| 3M | +18.9% | +18.3% | +0.7% | +13.6% |
| 6M | +10.8% | +8.9% | +1.9% | +7.8% |
| YTD | -7.1% | +10.5% | -17.7% | -10.3% |
| 1Y | -9.6% | +17.5% | -27.1% | -14.7% |
| 3Y | +51.1% | -27.7% | +78.8% | +58.9% |
| 5Y | +19.7% | -15.8% | +35.4% | +17.8% |
| All | +170.7% | -29.6% | +200.3% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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