+129.3%
CME vs RPRX
+79.7%
+49.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | +2.7% | +2.1% | +0.6% | +2.4% |
| 30D | +13.5% | +21.9% | -8.4% | +11.0% |
| 3M | +20.9% | +16.9% | +4.0% | +18.7% |
| 6M | +11.5% | +34.5% | -23.0% | +7.7% |
| YTD | +19.5% | +80.9% | -61.5% | +11.4% |
| 1Y | +17.2% | +77.6% | -60.4% | +9.5% |
| 3Y | +65.1% | +173.5% | -108.4% | +45.3% |
| 5Y | +73.1% | +84.9% | -11.8% | +60.0% |
| All | +129.3% | +79.7% | +49.6% | +109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling