+99.2%
CME vs RPRX
+53.1%
+46.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.1% |
| 7D | -2.4% | -8.0% | +5.7% | -1.5% |
| 30D | +6.2% | +2.1% | +4.1% | +5.9% |
| 3M | +4.4% | +8.2% | -3.8% | +3.3% |
| 6M | -9.6% | +28.9% | -38.5% | -12.4% |
| YTD | +3.8% | +54.1% | -50.4% | -1.5% |
| 1Y | +9.5% | +65.5% | -56.0% | +3.0% |
| 3Y | +51.9% | +117.3% | -65.4% | +37.4% |
| 5Y | +78.7% | +71.6% | +7.1% | +66.9% |
| All | +99.2% | +53.1% | +46.1% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling