+27.2%
EIX vs RPRX
+74.2%
-47.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -5.3% | +9.8% | +5.7% |
| 7D | +0.9% | -2.8% | +3.7% | +1.4% |
| 30D | -13.5% | +7.2% | -20.7% | -15.2% |
| 3M | -15.3% | +10.9% | -26.1% | -17.5% |
| 6M | -15.3% | +34.6% | -49.9% | -21.3% |
| YTD | +2.7% | +59.0% | -56.2% | -8.2% |
| 1Y | +17.4% | +72.5% | -55.1% | +2.9% |
| 3Y | -1.3% | +124.1% | -125.4% | -19.0% |
| 5Y | +27.2% | +75.9% | -48.7% | +12.8% |
| All | +27.2% | +74.2% | -47.0% | +12.8% |
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