+128.2%
BAC vs RPRX
+80.9%
+47.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +2.1% | +4.6% | -2.5% | +1.2% |
| 30D | -6.7% | +22.0% | -28.7% | -10.2% |
| 3M | -20.2% | +20.3% | -40.5% | -23.1% |
| 6M | -0.2% | +37.9% | -38.1% | -6.5% |
| YTD | -6.4% | +82.2% | -88.6% | -17.1% |
| 1Y | -3.1% | +83.7% | -86.8% | -14.4% |
| 3Y | +96.7% | +175.4% | -78.7% | +58.1% |
| 5Y | +21.3% | +87.7% | -66.5% | +5.3% |
| All | +128.2% | +80.9% | +47.3% | +96.4% |
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