+65.6%
BROS vs RPRX
+126.7%
-61.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.8% | -0.2% |
| 7D | -0.9% | -2.8% | +1.8% | -0.3% |
| 30D | -13.5% | +7.2% | -20.6% | -15.0% |
| 3M | -18.4% | +10.9% | -29.3% | -20.6% |
| 6M | -10.6% | +34.6% | -45.1% | -17.4% |
| YTD | -25.1% | +59.0% | -84.0% | -33.9% |
| 1Y | -28.6% | +72.5% | -101.2% | -38.7% |
| 3Y | +65.6% | +124.1% | -58.5% | +31.5% |
| All | +65.6% | +126.7% | -61.1% | +31.5% |
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