+1,112.5%
EME vs RPRX
+57.8%
+1,054.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.3% | +7.8% | +3.5% |
| 7D | +5.2% | -2.8% | +7.9% | +5.6% |
| 30D | -5.4% | +7.2% | -12.5% | -6.6% |
| 3M | -6.1% | +10.9% | -17.0% | -8.2% |
| 6M | +9.7% | +34.6% | -24.9% | +3.1% |
| YTD | +26.6% | +59.0% | -32.4% | +15.2% |
| 1Y | +24.6% | +72.5% | -47.9% | +11.6% |
| 3Y | +249.6% | +124.1% | +125.5% | +194.9% |
| 5Y | +556.6% | +75.9% | +480.6% | +484.9% |
| All | +1,112.5% | +57.8% | +1,054.6% | +974.5% |
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