+18.4%
BROS vs RPRX
+66.1%
-47.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.3% | -2.0% |
| 7D | -6.1% | -8.0% | +2.0% | -2.5% |
| 30D | -12.4% | +2.1% | -14.4% | -13.3% |
| 3M | -27.9% | +8.2% | -36.1% | -30.7% |
| 6M | -16.8% | +28.9% | -45.7% | -26.6% |
| YTD | -29.0% | +54.1% | -83.2% | -42.8% |
| 1Y | -33.2% | +65.5% | -98.7% | -48.4% |
| 3Y | +56.8% | +117.3% | -60.5% | +2.4% |
| All | +18.4% | +66.1% | -47.7% | -4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling