+1.2%
REGN vs SSNC
+9.8%
-8.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.8% |
| 7D | -5.6% | -4.0% | -1.5% | -4.9% |
| 30D | -2.0% | +0.5% | -2.5% | -2.0% |
| 3M | +28.0% | +18.9% | +9.0% | +23.7% |
| 6M | +1.2% | +10.8% | -9.7% | +2.2% |
| All | +1.2% | +9.8% | -8.6% | +2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling