+14.3%
EMB vs RPRX
+79.7%
-65.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -0.7% | +2.1% | -2.7% | -0.8% |
| 30D | +0.5% | +21.9% | -21.4% | -0.9% |
| 3M | -2.5% | +16.9% | -19.4% | -3.6% |
| 6M | -2.0% | +34.5% | -36.6% | -4.2% |
| YTD | -0.9% | +80.9% | -81.8% | -5.2% |
| 1Y | -0.3% | +77.6% | -77.9% | -4.6% |
| 3Y | +29.2% | +173.5% | -144.4% | +19.3% |
| 5Y | +7.4% | +84.9% | -77.5% | +1.9% |
| All | +14.3% | +79.7% | -65.4% | +8.0% |
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