+64.8%
RPRX vs SSNC
+55.5%
+9.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +5.1% | +0.6% | +4.5% | +4.9% |
| 30D | +11.2% | +6.0% | +5.2% | +9.3% |
| 3M | +16.7% | +21.0% | -4.3% | +10.1% |
| 6M | +36.0% | +12.1% | +23.9% | +31.0% |
| YTD | +67.8% | -3.2% | +71.0% | +68.7% |
| 1Y | +76.7% | -4.4% | +81.1% | +78.0% |
| 3Y | +128.1% | +51.6% | +76.5% | +92.1% |
| 5Y | +82.9% | +21.1% | +61.8% | +65.7% |
| All | +64.8% | +55.5% | +9.3% | +26.6% |
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