+33.0%
BLK vs RPRX
+70.9%
-37.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -3.3% | -8.4% | +5.1% | -0.8% |
| 30D | -6.5% | -0.6% | -5.9% | -6.4% |
| 3M | +6.7% | +6.4% | +0.3% | +4.4% |
| 6M | +14.7% | +26.6% | -11.9% | +6.1% |
| YTD | +2.5% | +53.8% | -51.2% | -11.1% |
| 1Y | -2.8% | +62.8% | -65.6% | -17.6% |
| 3Y | +65.9% | +118.0% | -52.2% | +24.9% |
| All | +33.0% | +70.9% | -37.9% | +13.0% |
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 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