FLEXIBLE AND ACCURATE INVESTMENT PERFORMANCE CALCULATIONS

Profit & Loss - From global to granular views

Track P&L at every level—portfolio, security, trade, or any other financial or analytical breakdown—for a complete and transparent view of results.

Calculations can be done over any time period: monthly, quarterly, annually, or custom. All frequencies are fully configurable to match your reporting needs.

Supported indicators include: 

• Gross/Net financial total P&L (configurable by tax or fees types)
• Price/income/FX P&L split
• Accounting P&L
• Realized/unrealized P&L
• Split P&L for bonds (for carry, rate, duration, credit, rolldown, shift, ...) 

Global return - contribution/withdrawal based

Compute performance at the portfolio level using market value, contribution and withdrawal logic, along with other IN and OUT cashflows.

Available methodologies:

• Modified Dietz methodology
• Holding period return
• Internal rate return (IRR)
• Accounting return

For flexibility, these returns can be calculated on any period. 

Calculations support both gross and net money-weighted returns (MWR), with full integration of portfolio fee breakdown into the calculation.

Fund return - NAV-based

Measure performance using fund NAV and corporate actions, across all share classes, aligned with official reporting and factsheet production.

• Calculation periods are auto-synchronized with NAV dates for consistency and no manual adjustments
• Enables seamless benchmark comparisons at fund level or across custom scopes
• NAV-based returns feed directly into risk/ratios calculations, including volatility and tracking error

Line-by-line transaction-based returns and contributions

Analyze returns at the most detailed level—by asset, asset class, issuer, strategy, entity, or any custom criteria—aligned with your investment process.

Split returns for deeper understanding, apply custom frequencies (daily, weekly, monthly), and calculate in any output currency—base, local or specific. 

The weighted-sum method allows you to aggregate security or asset-level returns by any criteria. It also enables you to compute the contribution to return for each element at the most granular level.

Return indicators: 

• Return contribution
• Gross/Net total return
• Price/income/FX return (hedged or non-hedged)
• Securities/Future return
• Accounting return

Derivatives and OTCs performance

Performance calculations natively integrate derivatives and OTCs using built-in algorithms. These complex exposures are consistently handled across all views.

Derivatives and OTCs are calculated in two branches when needed.  Long and short positions are reaggregated seamlessly into global performance for a clear, complete view.

No separate treatment—just one coherent view of performance. 

Time-based chaining, built for flexibility

Chain performance over any period you define—daily, weekly, monthly, year-to-date, or custom period. 

Chain return:
Apply time-weighted return (TWR) and cumulative TWR—either absolute or rebased to 100—to monitor how performance evolves across time.

Chain contribution:
Use GRAP or Carino methods to link contributions across periods.

Benchmark comparison

Compare any entity (portfolio, business account, carve-out, ...) with its benchmark—side by side, over time, across scopes, and at criteria level. Benchmark integration is native and automatic, thanks to embedded criteria matching.

Work with composite benchmarks made of multiple indices, using provider-supplied index prices or returns. 

Benchmarks can also be automatically rebalanced based on the portfolio’s selected rebalancing period. Benchmark views remain aligned with your portfolios at all times. 

Bond-specific return methodologies

Our solution uses fixed income-specific logic and bond return methods.

Split global return into key components—carry, rate effect, duration, credit spread, rolldown—to reveal what truly drives each bond’s return.