+97.3%
BAC vs RPRX
+166.4%
-69.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +2.0% |
| 7D | +2.0% | +3.4% | -1.4% | +1.6% |
| 30D | -6.9% | +20.8% | -27.7% | -8.9% |
| 3M | -19.6% | +21.6% | -41.2% | -21.4% |
| 6M | -0.5% | +36.5% | -37.0% | -4.4% |
| YTD | -6.6% | +80.4% | -87.0% | -13.8% |
| 1Y | -3.0% | +81.8% | -84.8% | -10.5% |
| 3Y | +97.3% | +170.9% | -73.6% | +72.8% |
| All | +97.3% | +166.4% | -69.1% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling