+125.7%
BLK vs RPRX
+57.8%
+67.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -2.7% | -4.0% | +1.3% | -1.7% |
| 30D | -4.8% | +4.9% | -9.7% | -5.9% |
| 3M | +6.5% | +9.4% | -2.9% | +3.9% |
| 6M | +13.2% | +33.3% | -20.1% | +5.1% |
| YTD | +1.8% | +59.0% | -57.2% | -9.6% |
| 1Y | -1.0% | +69.2% | -70.2% | -13.7% |
| 3Y | +66.0% | +124.1% | -58.1% | +33.0% |
| 5Y | +31.2% | +77.9% | -46.6% | +13.0% |
| All | +125.7% | +57.8% | +67.8% | +93.3% |
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