+48.6%
BP vs RPRX
+176.1%
-127.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | +2.6% | +3.0% | -0.4% | +2.4% |
| 30D | -6.4% | +17.5% | -23.9% | -7.7% |
| 3M | +8.0% | +18.8% | -10.8% | +6.2% |
| 6M | +6.0% | +31.3% | -25.3% | +2.9% |
| YTD | +36.5% | +81.8% | -45.4% | +26.1% |
| 1Y | +31.7% | +77.8% | -46.1% | +22.1% |
| 3Y | +48.6% | +176.0% | -127.4% | +25.5% |
| All | +48.6% | +176.1% | -127.5% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling