+63.6%
ELV vs RPRX
+57.8%
+5.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +3.9% | -0.5% |
| 7D | -0.3% | -2.8% | +2.5% | +0.2% |
| 30D | +2.0% | +7.2% | -5.2% | +0.9% |
| 3M | -3.5% | +10.9% | -14.4% | -5.1% |
| 6M | +40.2% | +34.6% | +5.6% | +33.8% |
| YTD | +15.8% | +59.0% | -43.1% | +7.6% |
| 1Y | +33.2% | +72.5% | -39.4% | +22.0% |
| 3Y | -6.2% | +124.1% | -130.3% | -18.0% |
| 5Y | +16.4% | +75.9% | -59.5% | +5.8% |
| All | +63.6% | +57.8% | +5.7% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling