+40.0%
BBY vs RPRX
+52.7%
-12.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | +0.6% | -8.4% | +9.0% | +2.8% |
| 30D | +9.4% | -0.6% | +10.0% | +9.5% |
| 3M | +19.3% | +6.4% | +12.9% | +17.2% |
| 6M | +47.9% | +26.6% | +21.3% | +38.8% |
| YTD | +39.6% | +53.8% | -14.2% | +24.4% |
| 1Y | +22.2% | +62.8% | -40.6% | +7.0% |
| 3Y | +45.0% | +118.0% | -73.1% | +16.6% |
| 5Y | +2.6% | +71.2% | -68.6% | -11.2% |
| All | +40.0% | +52.7% | -12.7% | +21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling