-28.3%
TEVA vs SSNC
+1,034.4%
-1,062.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.4% |
| 7D | +2.0% | -4.0% | +6.0% | +3.5% |
| 30D | +1.0% | +0.5% | +0.4% | +0.6% |
| 3M | +7.3% | +18.9% | -11.6% | 0.0% |
| 6M | +21.7% | +10.8% | +10.9% | +16.3% |
| YTD | +18.8% | -7.1% | +26.0% | +20.5% |
| 1Y | +86.5% | -9.6% | +96.1% | +90.8% |
| 3Y | +269.4% | +51.1% | +218.4% | +208.5% |
| 5Y | +303.6% | +19.7% | +283.9% | +263.9% |
| 10Y | -22.9% | +172.3% | -195.3% | -46.4% |
| All | -28.3% | +1,034.4% | -1,062.7% | -65.3% |
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 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