+127.4%
BAC vs RPRX
+79.7%
+47.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | +1.5% | +2.1% | -0.6% | +1.1% |
| 30D | -6.4% | +21.9% | -28.3% | -9.9% |
| 3M | -21.7% | +16.9% | -38.6% | -24.0% |
| 6M | +0.5% | +34.5% | -34.0% | -5.4% |
| YTD | -6.7% | +80.9% | -87.6% | -17.3% |
| 1Y | -4.7% | +77.6% | -82.3% | -15.2% |
| 3Y | +96.1% | +173.5% | -77.5% | +57.7% |
| 5Y | +21.7% | +84.9% | -63.2% | +5.9% |
| All | +127.4% | +79.7% | +47.7% | +96.0% |
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 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