Measure Portfolio Performance

Understand how your decisions affected the performance of your portfolio, decompose risk, classify your funds, and compare your returns to thousands of benchmarks and mutual funds.

Explore Sources of Relative Performance

• Quickly analyze performance on an absolute or relative basis with FactSet’s dynamic reports, which incorporate your own portfolio holdings, along with data on thousands of global benchmark indices.
• Choose the attribution model best suited to your investment process.

Decompose Risk

• Choose risk models from APT, Barra, Northfield, R-Squared, or your custom models.
• Decompose risk at a particular point in time or investigate changes over time.
• Analyze risk with a single model or switch to a multi-model analysis to understand how risk providers differ.

Analyze Returns

• Combine historical performance, ex-post risk, and style analysis to see when and how a portfolio differed from its stated benchmark and style mandate.
• Compare your portfolio returns against over 20,000 equity and fixed income indices.
• Customize your analysis by choosing from over 100 risk/return statistics and defining your own style sets.