-35.0%
AUR vs RPRX
+66.7%
-101.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +11.1% | -4.0% | +15.1% | +12.6% |
| 30D | -6.9% | +4.9% | -11.8% | -8.6% |
| 3M | +5.5% | +9.4% | -3.8% | +1.5% |
| 6M | +41.0% | +33.3% | +7.7% | +25.8% |
| YTD | +69.3% | +59.0% | +10.3% | +41.6% |
| 1Y | +14.0% | +69.2% | -55.2% | -7.3% |
| 3Y | +90.1% | +124.1% | -34.0% | +35.9% |
| 5Y | -34.4% | +77.9% | -112.3% | -46.8% |
| All | -35.0% | +66.7% | -101.7% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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