+27.8%
ILMN vs SSNC
+162.7%
-134.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.1% |
| 7D | -3.9% | -3.9% | 0.0% | -1.7% |
| 30D | +6.9% | -0.2% | +7.1% | +7.1% |
| 3M | +28.1% | +15.9% | +12.2% | +17.1% |
| 6M | +65.0% | +7.5% | +57.5% | +56.7% |
| YTD | +56.3% | -8.2% | +64.5% | +61.3% |
| 1Y | +108.7% | -9.3% | +118.1% | +116.6% |
| 3Y | +33.1% | +48.5% | -15.4% | +3.8% |
| 5Y | -54.1% | +16.0% | -70.1% | -59.3% |
| 10Y | +27.8% | +169.2% | -141.3% | -23.4% |
| All | +27.8% | +162.7% | -134.8% | -23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling