+19.4%
BRO vs RPRX
+70.9%
-51.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -7.3% | -8.4% | +1.0% | -5.3% |
| 30D | -6.9% | -0.6% | -6.2% | -6.7% |
| 3M | +10.7% | +6.4% | +4.2% | +8.9% |
| 6M | -2.7% | +26.6% | -29.3% | -8.4% |
| YTD | -16.3% | +53.8% | -70.1% | -25.2% |
| 1Y | -29.1% | +62.8% | -91.9% | -37.8% |
| 3Y | -7.8% | +118.0% | -125.9% | -26.8% |
| All | +19.4% | +70.9% | -51.5% | +5.6% |
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