-24.6%
BIDU vs RPRX
+57.8%
-82.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -5.3% | -1.7% | -5.5% |
| 7D | -2.4% | -2.8% | +0.3% | -1.6% |
| 30D | -15.6% | +7.2% | -22.8% | -17.2% |
| 3M | -22.3% | +10.9% | -33.2% | -24.6% |
| 6M | -22.3% | +34.6% | -56.8% | -28.7% |
| YTD | -29.2% | +59.0% | -88.1% | -38.1% |
| 1Y | -14.8% | +72.5% | -87.3% | -27.5% |
| 3Y | -31.8% | +124.1% | -155.9% | -47.1% |
| 5Y | -43.1% | +75.9% | -119.0% | -52.1% |
| All | -24.6% | +57.8% | -82.5% | -34.9% |
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