-68.4%
EL vs RPRX
+77.0%
-145.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -2.4% | -4.0% | +1.6% | -0.9% |
| 30D | +13.7% | +4.9% | +8.7% | +11.8% |
| 3M | +14.5% | +9.4% | +5.1% | +10.6% |
| 6M | +7.4% | +33.3% | -25.9% | -3.7% |
| YTD | -4.7% | +59.0% | -63.7% | -20.2% |
| 1Y | +12.9% | +69.2% | -56.3% | -8.2% |
| 3Y | -32.2% | +124.1% | -156.3% | -51.5% |
| 5Y | -68.4% | +77.9% | -146.2% | -74.3% |
| All | -68.4% | +77.0% | -145.4% | -74.3% |
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