+483.4%
ILMN vs SSNC
+1,000.8%
-517.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | -2.6% | -4.5% | +1.9% | -0.3% |
| 30D | -20.6% | -3.9% | -16.8% | -19.4% |
| 3M | +17.5% | -1.3% | +18.8% | +17.7% |
| 6M | +55.6% | +14.1% | +41.5% | +43.6% |
| YTD | +68.3% | -9.9% | +78.2% | +73.6% |
| 1Y | +81.1% | -6.2% | +87.3% | +83.0% |
| 3Y | +112.2% | +56.1% | +56.1% | +65.8% |
| 5Y | -42.6% | +5.4% | -48.0% | -45.9% |
| 10Y | +70.5% | +172.3% | -101.8% | +1.6% |
| All | +483.4% | +1,000.8% | -517.3% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling