-45.5%
ILMN vs SSNC
+6.8%
-52.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.2% | +2.9% |
| 7D | -9.7% | -3.3% | -6.4% | -7.7% |
| 30D | -20.4% | -1.3% | -19.1% | -20.4% |
| 3M | +10.0% | -2.3% | +12.3% | +10.8% |
| 6M | +49.5% | +12.6% | +36.8% | +34.9% |
| YTD | +62.5% | -10.1% | +72.6% | +71.4% |
| 1Y | +76.0% | -6.6% | +82.6% | +79.9% |
| 3Y | +94.2% | +54.0% | +40.2% | +28.1% |
| All | -45.5% | +6.8% | -52.4% | -47.3% |
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