+550.5%
EME vs RPRX
+72.5%
+478.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.2% |
| 7D | +0.9% | -8.0% | +9.0% | +2.5% |
| 30D | -8.4% | +2.1% | -10.5% | -8.9% |
| 3M | -3.6% | +8.2% | -11.8% | -5.6% |
| 6M | +3.6% | +28.9% | -25.3% | -2.6% |
| YTD | +22.5% | +54.1% | -31.6% | +10.8% |
| 1Y | +18.2% | +65.5% | -47.3% | +5.1% |
| 3Y | +238.4% | +117.3% | +121.1% | +180.5% |
| 5Y | +550.5% | +71.6% | +478.9% | +486.0% |
| All | +550.5% | +72.5% | +478.1% | +486.0% |
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 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