+2,878.0%
REGN vs SSNC
+1,034.4%
+1,843.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.0% |
| 7D | -5.6% | -4.0% | -1.5% | -4.3% |
| 30D | -2.0% | +0.5% | -2.5% | -2.2% |
| 3M | +28.0% | +18.9% | +9.0% | +20.4% |
| 6M | +1.2% | +10.8% | -9.7% | -2.9% |
| YTD | +1.6% | -7.1% | +8.8% | +3.0% |
| 1Y | +38.2% | -9.6% | +47.9% | +41.1% |
| 3Y | -5.4% | +51.1% | -56.4% | -19.7% |
| 5Y | +21.3% | +19.7% | +1.6% | +9.4% |
| 10Y | +105.2% | +172.3% | -67.1% | +26.2% |
| All | +2,878.0% | +1,034.4% | +1,843.5% | +852.2% |
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 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