+476.7%
ILMN vs SSNC
+1,082.2%
-605.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | +1.2% | +0.6% | +0.6% | +1.0% |
| 30D | +9.2% | +6.0% | +3.1% | +6.2% |
| 3M | +29.8% | +21.0% | +8.9% | +17.3% |
| 6M | +69.2% | +12.1% | +57.1% | +58.2% |
| YTD | +66.4% | -3.2% | +69.6% | +66.5% |
| 1Y | +123.4% | -4.4% | +127.8% | +124.6% |
| 3Y | +33.2% | +51.6% | -18.5% | +6.3% |
| 5Y | -52.0% | +21.1% | -73.0% | -57.4% |
| 10Y | +33.6% | +177.7% | -144.1% | -21.0% |
| All | +476.7% | +1,082.2% | -605.5% | +83.8% |
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