+35.8%
BN vs RPRX
+74.2%
-38.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.3% | +2.7% | -0.7% |
| 7D | -1.2% | -2.8% | +1.6% | -0.2% |
| 30D | -10.9% | +7.2% | -18.1% | -13.2% |
| 3M | -11.1% | +10.9% | -22.0% | -14.7% |
| 6M | -4.4% | +34.6% | -38.9% | -14.8% |
| YTD | -14.1% | +59.0% | -73.1% | -28.3% |
| 1Y | -11.1% | +72.5% | -83.6% | -28.5% |
| 3Y | +75.6% | +124.1% | -48.5% | +25.1% |
| 5Y | +35.8% | +75.9% | -40.1% | +11.6% |
| All | +35.8% | +74.2% | -38.4% | +11.6% |
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