+40.8%
ECL vs RPRX
+57.8%
-17.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -2.7% | -4.0% | +1.2% | -1.9% |
| 30D | -4.3% | +4.9% | -9.2% | -5.4% |
| 3M | +3.2% | +9.4% | -6.1% | +1.0% |
| 6M | -2.9% | +33.3% | -36.2% | -9.1% |
| YTD | +4.3% | +59.0% | -54.7% | -6.1% |
| 1Y | +1.6% | +69.2% | -67.6% | -9.9% |
| 3Y | +54.3% | +124.1% | -69.8% | +27.3% |
| 5Y | +26.5% | +77.9% | -51.4% | +10.8% |
| All | +40.8% | +57.8% | -17.1% | +22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling