-2.1%
BROS vs RPRX
+96.6%
-98.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.8% | +5.7% | +6.1% |
| 7D | +6.3% | +3.3% | +3.0% | +4.8% |
| 30D | -8.3% | +17.9% | -26.2% | -14.8% |
| 3M | -29.8% | +19.2% | -49.0% | -35.2% |
| 6M | -25.8% | +31.7% | -57.5% | -34.9% |
| YTD | -41.4% | +82.5% | -123.8% | -56.2% |
| 1Y | -35.2% | +78.4% | -113.6% | -51.1% |
| 3Y | +32.8% | +177.0% | -144.2% | -23.6% |
| 5Y | -42.2% | +86.5% | -128.6% | -55.8% |
| All | -2.1% | +96.6% | -98.8% | -26.7% |
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