+77.9%
RPRX vs SSNC
+15.9%
+61.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | -4.0% | -3.9% | -0.1% | -2.9% |
| 30D | +4.9% | -0.2% | +5.1% | +5.0% |
| 3M | +9.4% | +15.9% | -6.6% | +4.8% |
| 6M | +33.3% | +7.5% | +25.8% | +30.3% |
| YTD | +59.0% | -8.2% | +67.2% | +62.3% |
| 1Y | +69.2% | -9.3% | +78.6% | +73.2% |
| 3Y | +124.1% | +48.5% | +75.6% | +90.3% |
| 5Y | +77.9% | +16.0% | +61.8% | +60.3% |
| All | +77.9% | +15.9% | +61.9% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling