+182.2%
BAC vs RPRX
+57.8%
+124.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.6% | -4.0% | +4.6% | +1.4% |
| 30D | -1.4% | +4.9% | -6.3% | -2.4% |
| 3M | +15.7% | +9.4% | +6.4% | +13.5% |
| 6M | +32.2% | +33.3% | -1.1% | +24.5% |
| YTD | +15.8% | +59.0% | -43.2% | +5.2% |
| 1Y | +27.3% | +69.2% | -41.9% | +13.9% |
| 3Y | +137.5% | +124.1% | +13.4% | +98.8% |
| 5Y | +73.1% | +77.9% | -4.8% | +52.9% |
| All | +182.2% | +57.8% | +124.3% | +149.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling