Rev. Date June 5, 2023

You can set a benchmark for a portfolio or investment and click the “Relative to Benchmark” toggle to see relative performance metrics.

In Studio or Report Lab, select “Individual Benchmark” to compute relative metrics with respect to each subjects’ assigned benchmarks, and select “Common Benchmark” to compute relative metrics for all subjects against the same benchmark.

For performance analysis, there are the following relative metrics:

For definitions of these metrics, please refer to the “Relative Performance Metrics” section of the Metric Definitions article.

All other analytics within Analysis are available on a relative to benchmark basis where applicable, including metrics within the Historical Risk Statistics table, cumulative excess returns, rolling excess returns, rolling tracking error, rolling information ratio, relative correlations, active factor analyses, residual excess risk and returns, Scenario Analysis, etc.

For factor analysis, there are the following relative metrics all computed off of the excess return of the portfolio.

​This document highlights certain aspects of this feature. As an overview, it does not discuss all material facts or assumptions. Please see Important Disclosure and Disclaimer Information.