+239.6%
ESI vs RPRX
+52.7%
+186.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -4.6% | -8.4% | +3.7% | -2.6% |
| 30D | -10.5% | -0.6% | -9.9% | -10.4% |
| 3M | -19.8% | +6.4% | -26.2% | -21.4% |
| 6M | +5.8% | +26.6% | -20.8% | -1.0% |
| YTD | +38.3% | +53.8% | -15.5% | +23.2% |
| 1Y | +31.5% | +62.8% | -31.3% | +15.2% |
| 3Y | +80.7% | +118.0% | -37.4% | +45.1% |
| 5Y | +69.4% | +71.2% | -1.8% | +46.0% |
| All | +239.6% | +52.7% | +186.9% | +191.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling