-45.9%
BABA vs RPRX
+66.6%
-112.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -4.8% | +5.1% | -9.9% | -6.0% |
| 30D | -11.9% | +11.2% | -23.1% | -14.3% |
| 3M | -9.3% | +16.7% | -26.0% | -13.1% |
| 6M | -14.2% | +36.0% | -50.2% | -21.3% |
| YTD | -22.0% | +67.8% | -89.8% | -32.5% |
| 1Y | -12.7% | +76.7% | -89.4% | -25.7% |
| 3Y | +26.7% | +128.1% | -101.5% | -0.8% |
| 5Y | -29.3% | +82.9% | -112.2% | -40.8% |
| All | -45.9% | +66.6% | -112.6% | -54.3% |
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