+53.5%
CME vs RPRX
+126.7%
-73.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.2% | -0.8% |
| 7D | -2.9% | -2.8% | -0.1% | -2.7% |
| 30D | +5.5% | +7.2% | -1.6% | +5.0% |
| 3M | +11.0% | +10.9% | +0.1% | +10.1% |
| 6M | -9.7% | +34.6% | -44.3% | -11.5% |
| YTD | +4.9% | +59.0% | -54.1% | +1.6% |
| 1Y | +10.1% | +72.5% | -62.4% | +5.9% |
| 3Y | +53.5% | +124.1% | -70.6% | +46.7% |
| All | +53.5% | +126.7% | -73.1% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling