-2.0%
ELV vs RPRX
+116.2%
-118.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +3.2% | -8.4% | +11.6% | +4.6% |
| 30D | +5.4% | -0.6% | +6.0% | +5.4% |
| 3M | +5.4% | +6.4% | -1.1% | +4.1% |
| 6M | +45.7% | +26.6% | +19.1% | +40.0% |
| YTD | +21.2% | +53.8% | -32.6% | +12.8% |
| 1Y | +35.6% | +62.8% | -27.2% | +24.9% |
| 3Y | -2.0% | +118.0% | -120.0% | -15.6% |
| All | -2.0% | +116.2% | -118.2% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling