+6.9%
EMB vs RPRX
+77.0%
-70.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | 0.0% | -4.0% | +4.0% | +0.4% |
| 30D | -0.3% | +4.9% | -5.2% | -0.8% |
| 3M | -0.3% | +9.4% | -9.6% | -1.2% |
| 6M | +0.7% | +33.3% | -32.5% | -2.2% |
| YTD | +1.3% | +59.0% | -57.7% | -3.4% |
| 1Y | +4.7% | +69.2% | -64.5% | -0.8% |
| 3Y | +30.1% | +124.1% | -94.0% | +19.0% |
| 5Y | +6.9% | +77.9% | -71.0% | +1.7% |
| All | +6.9% | +77.0% | -70.1% | +1.7% |
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