+71.8%
ILMN vs SSNC
-5.7%
+77.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +0.7% | +1.4% | -0.6% | +0.5% |
| 30D | -22.7% | -2.6% | -20.1% | -22.6% |
| 3M | +8.6% | -0.6% | +9.2% | +8.5% |
| 6M | +43.8% | +19.9% | +23.9% | +37.7% |
| YTD | +59.8% | -8.2% | +68.0% | +67.2% |
| 1Y | +71.8% | -5.5% | +77.3% | +78.4% |
| All | +71.8% | -5.7% | +77.5% | +78.4% |
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 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