+142.0%
CBOE vs RPRX
+72.5%
+69.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.1% |
| 7D | -3.7% | -8.0% | +4.3% | -2.7% |
| 30D | +2.0% | +2.1% | -0.1% | +1.7% |
| 3M | -4.2% | +8.2% | -12.4% | -5.3% |
| 6M | +1.2% | +28.9% | -27.7% | -2.0% |
| YTD | +15.4% | +54.1% | -38.8% | +9.2% |
| 1Y | +23.5% | +65.5% | -42.0% | +15.6% |
| 3Y | +93.2% | +117.3% | -24.1% | +73.1% |
| 5Y | +142.0% | +71.6% | +70.4% | +130.0% |
| All | +142.0% | +72.5% | +69.5% | +130.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling