+734.1%
EAT vs RPRX
+66.6%
+667.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | 0.0% | +5.1% | -5.1% | -1.3% |
| 30D | +1.9% | +11.2% | -9.3% | -1.0% |
| 3M | +68.7% | +16.7% | +51.9% | +61.4% |
| 6M | +66.9% | +36.0% | +30.9% | +52.9% |
| YTD | +60.4% | +67.8% | -7.4% | +38.3% |
| 1Y | +44.0% | +76.7% | -32.7% | +22.0% |
| 3Y | +604.7% | +128.1% | +476.6% | +446.0% |
| 5Y | +347.0% | +82.9% | +264.2% | +274.6% |
| All | +734.1% | +66.6% | +667.5% | +598.9% |
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 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