+58.0%
ILMN vs SSNC
+184.2%
-126.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +0.7% | +1.4% | -0.6% | 0.0% |
| 30D | -22.7% | -2.6% | -20.1% | -22.0% |
| 3M | +8.6% | -0.6% | +9.2% | +8.4% |
| 6M | +43.8% | +19.9% | +23.9% | +27.9% |
| YTD | +59.8% | -8.2% | +68.0% | +63.8% |
| 1Y | +71.8% | -5.5% | +77.3% | +73.2% |
| 3Y | +119.0% | +56.8% | +62.2% | +64.5% |
| 5Y | -43.8% | +7.8% | -51.6% | -48.7% |
| All | +58.0% | +184.2% | -126.2% | -7.1% |
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