+72.9%
BAC vs RPRX
+74.2%
-1.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | +0.9% |
| 7D | +1.2% | -2.8% | +3.9% | +1.9% |
| 30D | -0.7% | +7.2% | -7.9% | -2.7% |
| 3M | +16.9% | +10.9% | +6.0% | +13.4% |
| 6M | +29.6% | +34.6% | -5.0% | +18.7% |
| YTD | +15.3% | +59.0% | -43.7% | +0.5% |
| 1Y | +28.8% | +72.5% | -43.7% | +9.2% |
| 3Y | +136.4% | +124.1% | +12.3% | +81.7% |
| 5Y | +72.9% | +75.9% | -3.0% | +47.0% |
| All | +72.9% | +74.2% | -1.3% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling