+123.4%
ILMN vs SSNC
-3.0%
+126.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | +1.2% | +0.6% | +0.6% | +1.1% |
| 30D | +9.2% | +6.0% | +3.1% | +7.7% |
| 3M | +29.8% | +21.0% | +8.9% | +23.7% |
| 6M | +69.2% | +12.1% | +57.1% | +65.3% |
| YTD | +66.4% | -3.2% | +69.6% | +75.1% |
| 1Y | +123.4% | -4.4% | +127.8% | +147.8% |
| All | +123.4% | -3.0% | +126.4% | +147.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling