+50.0%
CI vs RPRX
+93.9%
-43.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.2% |
| 7D | +0.1% | +3.4% | -3.2% | -0.6% |
| 30D | +4.7% | +20.8% | -16.1% | +0.5% |
| 3M | +5.2% | +21.6% | -16.4% | +0.8% |
| 6M | +3.8% | +36.5% | -32.8% | -3.1% |
| YTD | +9.2% | +80.4% | -71.2% | -4.1% |
| 1Y | +14.3% | +81.8% | -67.5% | +0.1% |
| 3Y | +8.4% | +170.9% | -162.4% | -15.4% |
| 5Y | +50.0% | +95.2% | -45.1% | +31.1% |
| All | +50.0% | +93.9% | -43.9% | +31.1% |
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 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