+199.2%
EMR vs RPRX
+79.7%
+119.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | +2.7% | +2.1% | +0.6% | +2.3% |
| 30D | +2.1% | +21.9% | -19.8% | -1.3% |
| 3M | +2.3% | +16.9% | -14.7% | -0.5% |
| 6M | +22.5% | +34.5% | -12.0% | +16.1% |
| YTD | +27.2% | +80.9% | -53.8% | +14.8% |
| 1Y | +28.0% | +77.6% | -49.6% | +15.9% |
| 3Y | +103.4% | +173.5% | -70.1% | +70.5% |
| 5Y | +88.2% | +84.9% | +3.2% | +68.3% |
| All | +199.2% | +79.7% | +119.5% | +164.3% |
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