Bloomberg Buyside Enterprise Solutions Performance API
Portfolio performance measurement and attribution
Portfolio performance measurement and attribution
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openapi: 3.2.0
info:
title: Bloomberg Buyside Enterprise Solutions Bloomberg Analytics Allocations Performance API
description: Access to Bloomberg's analytics engine for fixed income, derivatives, and multi-asset calculations including scenario analysis, stress testing, yield curve construction, and pricing models. Part of Bloomberg's buy-side enterprise solutions for institutional investors.
version: '1.0'
contact:
name: Bloomberg Support
url: https://www.bloomberg.com/professional/support/
termsOfService: https://www.bloomberg.com/professional/terms-of-use/
servers:
- url: https://api.bloomberg.com/analytics
description: Bloomberg Analytics API Production
security:
- bearerAuth: []
tags:
- name: Performance
description: Portfolio performance measurement and attribution
paths:
/v1/portfolios/{portfolioId}/performance:
get:
operationId: getPortfolioPerformance
summary: Bloomberg Buyside Enterprise Solutions Get portfolio performance
description: Retrieve portfolio performance metrics over a specified period, including time-weighted returns, money-weighted returns, and comparison to benchmark.
tags:
- Performance
parameters:
- $ref: '#/components/parameters/portfolioId'
- name: startDate
in: query
required: true
description: Start date for performance period
schema:
type: string
format: date
- name: endDate
in: query
required: true
description: End date for performance period
schema:
type: string
format: date
- name: frequency
in: query
description: Return frequency
schema:
type: string
enum:
- DAILY
- WEEKLY
- MONTHLY
- QUARTERLY
- YEARLY
default: MONTHLY
responses:
'200':
description: Portfolio performance data
content:
application/json:
schema:
$ref: '#/components/schemas/PerformanceResponse'
'400':
description: Invalid request parameters
content:
application/json:
schema:
$ref: '#/components/schemas/ErrorResponse'
'401':
description: Unauthorized
'404':
description: Portfolio not found
/v1/portfolios/{portfolioId}/performance/attribution:
get:
operationId: getPerformanceAttribution
summary: Bloomberg Buyside Enterprise Solutions Get performance attribution
description: Retrieve performance attribution analysis showing the contribution of allocation, selection, and interaction effects relative to the portfolio benchmark.
tags:
- Performance
parameters:
- $ref: '#/components/parameters/portfolioId'
- name: startDate
in: query
required: true
schema:
type: string
format: date
- name: endDate
in: query
required: true
schema:
type: string
format: date
- name: groupBy
in: query
description: Dimension for attribution grouping
schema:
type: string
enum:
- SECTOR
- COUNTRY
- ASSET_CLASS
- CURRENCY
- CUSTOM
default: SECTOR
responses:
'200':
description: Performance attribution data
content:
application/json:
schema:
$ref: '#/components/schemas/AttributionResponse'
'400':
description: Invalid request parameters
content:
application/json:
schema:
$ref: '#/components/schemas/ErrorResponse'
'401':
description: Unauthorized
'404':
description: Portfolio not found
components:
schemas:
AttributionResponse:
type: object
properties:
portfolioId:
type: string
startDate:
type: string
format: date
endDate:
type: string
format: date
totalAllocationEffect:
type: number
description: Total allocation effect
totalSelectionEffect:
type: number
description: Total selection effect
totalInteractionEffect:
type: number
description: Total interaction effect
groups:
type: array
items:
type: object
properties:
name:
type: string
description: Group name (e.g., sector name)
portfolioWeight:
type: number
benchmarkWeight:
type: number
portfolioReturn:
type: number
benchmarkReturn:
type: number
allocationEffect:
type: number
selectionEffect:
type: number
interactionEffect:
type: number
totalEffect:
type: number
PerformanceResponse:
type: object
properties:
portfolioId:
type: string
startDate:
type: string
format: date
endDate:
type: string
format: date
totalReturn:
type: number
description: Total portfolio return for the period
annualizedReturn:
type: number
description: Annualized portfolio return
benchmarkReturn:
type: number
description: Benchmark return for the period
excessReturn:
type: number
description: Portfolio return minus benchmark return
sharpeRatio:
type: number
description: Sharpe ratio for the period
informationRatio:
type: number
description: Information ratio versus benchmark
maxDrawdown:
type: number
description: Maximum drawdown during the period
periods:
type: array
items:
type: object
properties:
date:
type: string
format: date
portfolioReturn:
type: number
benchmarkReturn:
type: number
cumulativeReturn:
type: number
cumulativeBenchmarkReturn:
type: number
ErrorResponse:
type: object
properties:
error:
type: object
properties:
code:
type: string
message:
type: string
details:
type: array
items:
type: object
properties:
field:
type: string
message:
type: string
parameters:
portfolioId:
name: portfolioId
in: path
required: true
description: Unique portfolio identifier
schema:
type: string
securitySchemes:
bearerAuth:
type: http
scheme: bearer
bearerFormat: JWT
description: Bloomberg API bearer token obtained via OAuth 2.0 authentication
externalDocs:
description: Bloomberg Analytics Documentation
url: https://www.bloomberg.com/professional/product/analytics/