+75.3%
CME vs RPRX
+77.0%
-1.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -1.1% | -4.0% | +2.9% | -0.6% |
| 30D | +4.2% | +4.9% | -0.7% | +3.4% |
| 3M | +7.3% | +9.4% | -2.0% | +5.9% |
| 6M | -11.4% | +33.3% | -44.7% | -15.1% |
| YTD | +3.5% | +59.0% | -55.4% | -3.3% |
| 1Y | +8.6% | +69.2% | -60.6% | +0.3% |
| 3Y | +51.6% | +124.1% | -72.5% | +32.8% |
| 5Y | +75.3% | +77.9% | -2.6% | +62.3% |
| All | +75.3% | +77.0% | -1.7% | +62.3% |
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