+17.1%
EMB vs RPRX
+66.6%
-49.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | 0.0% | +5.1% | -5.1% | -0.4% |
| 30D | -0.3% | +11.2% | -11.5% | -1.1% |
| 3M | -0.4% | +16.7% | -17.1% | -1.6% |
| 6M | +0.1% | +36.0% | -35.9% | -2.2% |
| YTD | +1.6% | +67.8% | -66.2% | -2.3% |
| 1Y | +5.6% | +76.7% | -71.1% | +1.1% |
| 3Y | +29.8% | +128.1% | -98.3% | +21.5% |
| 5Y | +7.3% | +82.9% | -75.6% | +2.1% |
| All | +17.1% | +66.6% | -49.5% | +11.4% |
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