+1.6%
D vs RPRX
+66.6%
-65.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.4% |
| 7D | +1.5% | +5.1% | -3.7% | +0.7% |
| 30D | -2.6% | +11.2% | -13.8% | -4.2% |
| 3M | 0.0% | +16.7% | -16.7% | -2.4% |
| 6M | +7.4% | +36.0% | -28.6% | +2.2% |
| YTD | +15.9% | +67.8% | -51.9% | +6.7% |
| 1Y | +18.1% | +76.7% | -58.6% | +7.6% |
| 3Y | +58.4% | +128.1% | -69.7% | +37.4% |
| 5Y | +5.2% | +82.9% | -77.7% | -6.1% |
| All | +1.6% | +66.6% | -65.0% | -9.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling