+79.1%
RPRX vs SSNC
+47.8%
+31.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +3.3% | +2.3% | +1.0% | +2.7% |
| 30D | +17.9% | -3.1% | +21.0% | +18.8% |
| 3M | +19.2% | -2.7% | +22.0% | +19.9% |
| 6M | +31.7% | +23.7% | +8.0% | +23.1% |
| YTD | +82.5% | -8.0% | +90.5% | +85.7% |
| 1Y | +78.4% | -4.7% | +83.1% | +79.4% |
| 3Y | +177.0% | +58.0% | +119.0% | +128.5% |
| 5Y | +86.5% | +8.0% | +78.5% | +75.8% |
| All | +79.1% | +47.8% | +31.4% | +39.4% |
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