-7.8%
BRO vs RPRX
+116.2%
-124.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -7.3% | -8.4% | +1.0% | -6.1% |
| 30D | -6.9% | -0.6% | -6.2% | -6.7% |
| 3M | +10.7% | +6.4% | +4.2% | +9.7% |
| 6M | -2.7% | +26.6% | -29.3% | -5.9% |
| YTD | -16.3% | +53.8% | -70.1% | -21.5% |
| 1Y | -29.1% | +62.8% | -91.9% | -34.3% |
| 3Y | -7.8% | +118.0% | -125.9% | -19.8% |
| All | -7.8% | +116.2% | -124.0% | -19.8% |
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