-66.9%
BAX vs RPRX
+74.2%
-141.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.3% | +1.5% | -2.3% |
| 7D | -2.4% | -2.8% | +0.3% | -1.7% |
| 30D | -9.7% | +7.2% | -16.9% | -11.5% |
| 3M | +29.3% | +10.9% | +18.4% | +25.5% |
| 6M | +40.7% | +34.6% | +6.1% | +29.4% |
| YTD | +30.3% | +59.0% | -28.7% | +14.6% |
| 1Y | +3.4% | +72.5% | -69.1% | -11.2% |
| 3Y | -32.0% | +124.1% | -156.1% | -45.5% |
| 5Y | -66.9% | +75.9% | -142.8% | -71.1% |
| All | -66.9% | +74.2% | -141.1% | -71.1% |
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