+199.3%
EMR vs RPRX
+81.2%
+118.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +2.8% | +3.3% | -0.5% | +2.3% |
| 30D | +3.7% | +17.9% | -14.2% | +0.8% |
| 3M | +2.0% | +19.2% | -17.2% | -1.1% |
| 6M | +22.1% | +31.7% | -9.6% | +16.2% |
| YTD | +27.2% | +82.5% | -55.2% | +14.7% |
| 1Y | +32.0% | +78.4% | -46.4% | +19.4% |
| 3Y | +103.3% | +177.0% | -73.7% | +70.0% |
| 5Y | +88.2% | +86.5% | +1.8% | +68.1% |
| All | +199.3% | +81.2% | +118.1% | +164.0% |
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