+67.3%
ED vs RPRX
+74.2%
-6.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.3% | +6.2% | +1.7% |
| 7D | +0.5% | -2.8% | +3.3% | +0.9% |
| 30D | +1.1% | +7.2% | -6.1% | -0.2% |
| 3M | +4.6% | +10.9% | -6.2% | +2.7% |
| 6M | -2.0% | +34.6% | -36.5% | -6.8% |
| YTD | +11.7% | +59.0% | -47.3% | +3.3% |
| 1Y | +15.7% | +72.5% | -56.8% | +5.2% |
| 3Y | +34.4% | +124.1% | -89.7% | +15.1% |
| 5Y | +67.3% | +75.9% | -8.6% | +52.5% |
| All | +67.3% | +74.2% | -6.9% | +52.5% |
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