-53.1%
ILMN vs SSNC
+18.8%
-71.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.8% | +0.5% | -0.8% |
| 7D | +1.9% | -1.8% | +3.7% | +3.2% |
| 30D | +12.3% | +1.9% | +10.4% | +11.0% |
| 3M | +33.5% | +18.4% | +15.2% | +18.2% |
| 6M | +69.4% | +7.0% | +62.4% | +60.3% |
| YTD | +60.9% | -6.9% | +67.9% | +67.4% |
| 1Y | +115.0% | -8.2% | +123.1% | +125.4% |
| 3Y | +37.0% | +50.5% | -13.5% | -5.8% |
| 5Y | -53.1% | +17.4% | -70.5% | -59.3% |
| All | -53.1% | +18.8% | -71.9% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling