-65.9%
BAX vs RPRX
+66.6%
-132.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.1% | +5.1% | -6.3% | -2.2% |
| 30D | -5.5% | +11.2% | -16.7% | -7.5% |
| 3M | +33.5% | +16.7% | +16.8% | +29.3% |
| 6M | +35.9% | +36.0% | -0.1% | +27.4% |
| YTD | +35.4% | +67.8% | -32.4% | +21.8% |
| 1Y | +9.8% | +76.7% | -66.9% | -2.3% |
| 3Y | -32.7% | +128.1% | -160.8% | -43.0% |
| 5Y | -65.6% | +82.9% | -148.4% | -69.8% |
| All | -65.9% | +66.6% | -132.6% | -69.9% |
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