+27.0%
BROS vs RPRX
+80.8%
-53.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -6.7% | +5.1% | -11.8% | -8.8% |
| 30D | -29.1% | +11.2% | -40.3% | -32.4% |
| 3M | -16.7% | +16.7% | -33.4% | -22.6% |
| 6M | -11.6% | +36.0% | -47.6% | -23.9% |
| YTD | -23.9% | +67.8% | -91.7% | -40.9% |
| 1Y | -34.8% | +76.7% | -111.5% | -50.9% |
| 3Y | +62.1% | +128.1% | -66.0% | +4.7% |
| All | +27.0% | +80.8% | -53.9% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling