+122.7%
BTI vs RPRX
+57.8%
+64.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +4.9% | +0.3% |
| 7D | -1.4% | -2.8% | +1.4% | -1.0% |
| 30D | -7.0% | +7.2% | -14.2% | -8.0% |
| 3M | -6.3% | +10.9% | -17.2% | -7.7% |
| 6M | -2.0% | +34.6% | -36.5% | -5.8% |
| YTD | +0.2% | +59.0% | -58.8% | -5.6% |
| 1Y | +3.8% | +72.5% | -68.7% | -3.4% |
| 3Y | +112.1% | +124.1% | -12.0% | +89.6% |
| 5Y | +113.6% | +75.9% | +37.7% | +97.3% |
| All | +122.7% | +57.8% | +64.8% | +104.9% |
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