+4,032.8%
RGEN vs SSNC
+1,023.6%
+3,009.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -3.3% | +2.3% | -5.6% | -4.3% |
| 30D | -5.8% | -3.1% | -2.7% | -4.7% |
| 3M | +0.2% | -2.7% | +2.9% | +1.0% |
| 6M | +56.8% | +23.7% | +33.1% | +41.0% |
| YTD | +2.4% | -8.0% | +10.4% | +4.6% |
| 1Y | +11.4% | -4.7% | +16.1% | +12.0% |
| 3Y | +15.2% | +58.0% | -42.8% | -6.6% |
| 5Y | -35.1% | +8.0% | -43.1% | -38.6% |
| 10Y | +419.6% | +183.8% | +235.8% | +247.7% |
| All | +4,032.8% | +1,023.6% | +3,009.2% | +2,061.0% |
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